Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1707750.6702 | 1770256.6093 | -62505.9391 | 18028.8331 | 999105.1339 | -981076.3008 |
Total P&L (%) | 1707.7507 | 1770.2566 | -62.5059 | 18.0288 | 999.1051 | -981.0763 |
Avg Daily Profit (%) | 0.7574 | 0.7851 | -0.0277 | 0.0074 | 0.1064 | 0 |
Buy And Hold Return (%) | 214.8315 | 214.8315 | 214.8315 | 214.8315 | 214.8315 | 214.8315 |
Max Trade Drawdown | -227420 | -159828 | -107297 | -4907836 | -3102576 | -1863921 |
Profit Factor | 3.139 | 4.1601 | 0.7376 | 1.0022 | 1.1751 | 0.6256 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 49.5238 | 46.1538 | 52.8302 | 49.5238 | 46.1538 | 52.8302 |
Ratio Avg Win / Avg Loss | 3.1993 | 4.8534 | 0.6586 | 1.0214 | 1.3709 | 0.5586 |
Largest Winning Trade | 1450492 | 1450492 | 22815 | 3956428 | 3956428 | 770591 |
Largest Losing Trade | -42642 | -42642 | -34203 | -1345606 | -1345606 | -706170 |
Avg Bars in Trades | 124 | 209 | 41 | 124 | 209 | 41 |
Avg Bars in Winners | 146 | 272 | 38 | 146 | 272 | 38 |
Avg Bars in Losers | 103 | 155 | 44 | 103 | 155 | 44 |
Bars Traded | 13084 | 10891 | 2193 | 13084 | 10891 | 2193 |
Profit Streak | 82.4761 | 89.9761 | 82.4761 | 82.4761 | 89.9761 | 82.4761 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 714816 | -160774 | -759908 | -565871 | -261147 | -759908 |
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{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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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