Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1998740.9228 | 1816599.9176 | 182141.0052 | 49087053.0299 | 19848750.7307 | 29238302.2992 |
Total P&L (%) | 1998.7409 | 1816.5999 | 182.141 | 49087.053 | 19848.7507 | 29238.3023 |
Avg Daily Profit (%) | 0.8473 | 0.7701 | 0.0772 | 0.2631 | 0.2248 | 0.2412 |
Buy And Hold Return (%) | 733.9785 | 733.9785 | 733.9785 | 733.9785 | 733.9785 | 733.9785 |
Max Trade Drawdown | -83327 | -96993 | -43844 | -31884661 | -23837476 | -15877033 |
Profit Factor | 6.4448 | 9.6315 | 2.1629 | 1.5099 | 1.3614 | 1.7073 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 45.5882 | 41.1765 | 50 | 45.5882 | 41.1765 | 50 |
Ratio Avg Win / Avg Loss | 7.6922 | 13.7593 | 2.1629 | 1.8022 | 1.9448 | 1.7073 |
Largest Winning Trade | 1355115 | 1355115 | 70847 | 27911185 | 25266725 | 27911185 |
Largest Losing Trade | -25660 | -25660 | -22865 | -8431554 | -7666916 | -8431554 |
Avg Bars in Trades | 203 | 189 | 218 | 203 | 189 | 218 |
Avg Bars in Winners | 325 | 330 | 322 | 325 | 330 | 322 |
Avg Bars in Losers | 101 | 90 | 114 | 101 | 90 | 114 |
Bars Traded | 13842 | 6428 | 7414 | 13842 | 6428 | 7414 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97115 | 513653 | -251530 | -104438 | 229349 | 417869 |
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{ "first_band": { "type": "kcb", "factors": { "length": 139, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 139, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 164, "offset": 0 } } }
# | 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) |
---|