Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710645.3293 | 483888.1087 | 226757.2206 | 7274108.0555 | 3306600.4797 | 3967507.5758 |
Total P&L (%) | 710.6453 | 483.8881 | 226.7572 | 7274.1081 | 3306.6005 | 3967.5076 |
Avg Daily Profit (%) | 0.3736 | 0.2544 | 0.1192 | 0.2264 | 0.1857 | 0.195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163246 | -73445 | -94475 | -1348470 | -1078134 | -726325 |
Profit Factor | 3.2333 | 3.9057 | 2.495 | 2.6012 | 2.3615 | 2.8765 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.2282 | 5.1075 | 3.2627 | 3.4015 | 3.0881 | 3.7616 |
Largest Winning Trade | 168284 | 168284 | 67753 | 1973470 | 1973470 | 1764626 |
Largest Losing Trade | -27144 | -21757 | -27144 | -482496 | -447131 | -482496 |
Avg Bars in Trades | 121 | 99 | 143 | 121 | 99 | 143 |
Avg Bars in Winners | 237 | 182 | 293 | 237 | 182 | 293 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 7288 | 2989 | 4299 | 7288 | 2989 | 4299 |
Profit Streak | 492.5027 | 492.7527 | 0 | 492.5027 | 492.7527 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159806 | 468823 | -31730 | -162284 | 372864 | 390484 |
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{ "first_band": { "type": "kcb", "factors": { "length": 194, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 31, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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