Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3096245.2847 | 3176343.1198 | -80097.8351 | -88182.4094 | 118743.9413 | -206926.3507 |
Total P&L (%) | 3096.2453 | 3176.3431 | -80.0978 | -88.1824 | 118.7439 | -206.9264 |
Avg Daily Profit (%) | 1.3382 | 1.3728 | -0.0346 | -0.0923 | 0.0338 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198497 | -211025 | -136429 | -772871 | -661501 | -283995 |
Profit Factor | 3.6549 | 4.7054 | 0.7408 | 0.9564 | 1.0746 | 0.5222 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 41.8033 | 39.3443 | 44.2623 | 41.8033 | 39.3443 | 44.2623 |
Ratio Avg Win / Avg Loss | 5.0883 | 7.2542 | 0.9328 | 1.3315 | 1.6567 | 0.6576 |
Largest Winning Trade | 2958235 | 2958235 | 28903 | 758335 | 758335 | 53176 |
Largest Losing Trade | -63327 | -63327 | -24788 | -442486 | -442486 | -106752 |
Avg Bars in Trades | 74 | 129 | 19 | 74 | 129 | 19 |
Avg Bars in Winners | 93 | 171 | 24 | 93 | 171 | 24 |
Avg Bars in Losers | 60 | 102 | 15 | 60 | 102 | 15 |
Bars Traded | 9084 | 7888 | 1195 | 9084 | 7888 | 1195 |
Profit Streak | 0 | 0 | 98.7302 | 0 | 0 | 98.7302 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 632801 | -144859 | -743851 | -581975 | -451101 | -743851 |
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{ "first_band": { "type": "linreg", "factors": { "length": 74, "offset": 26 } }, "second_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 74, "offset": 26 } }, "second_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 3 } } }
# | 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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