Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444878.0178 | 433939.4871 | 10938.5307 | -814.0019 | -214404.1497 | 213590.1478 |
Total P&L (%) | 444.878 | 433.9395 | 10.9385 | -0.814 | -214.4042 | 213.5901 |
Avg Daily Profit (%) | 0.2333 | 0.2276 | 0.0057 | -0.0004 | 0 | 0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174129 | -175819 | -57811 | -1309022 | -1303361 | -333537 |
Profit Factor | 1.4046 | 1.554 | 1.0346 | 0.9998 | 0.9344 | 1.1834 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 54.7529 | 52.6718 | 56.8182 | 54.7529 | 52.6718 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.1608 | 1.3963 | 0.7863 | 0.8262 | 0.8396 | 0.8994 |
Largest Winning Trade | 312877 | 312877 | 16050 | 527532 | 527532 | 140820 |
Largest Losing Trade | -40269 | -40269 | -19161 | -328445 | -328445 | -239965 |
Avg Bars in Trades | 28 | 50 | 6 | 28 | 50 | 6 |
Avg Bars in Winners | 29 | 56 | 5 | 29 | 56 | 5 |
Avg Bars in Losers | 26 | 43 | 7 | 26 | 43 | 7 |
Bars Traded | 7443 | 6583 | 860 | 7443 | 6583 | 860 |
Profit Streak | 21.7072 | 21.7072 | 32.2072 | 21.7072 | 21.7072 | 32.2072 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445171 | 366556 | -503909 | -577041 | -580088 | -131401 |
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 1 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 1 } }, "second_band": { "type": "linreg", "factors": { "length": 34, "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) |
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