Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242528.8563 | 170738.846 | 71790.0103 | 177070.5839 | 103906.2367 | 73164.3473 |
Total P&L (%) | 242.5289 | 170.7388 | 71.79 | 177.0706 | 103.9062 | 73.1643 |
Avg Daily Profit (%) | 0.226 | 0.1591 | 0.0669 | 0.095 | 0.0664 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170914 | -93170 | -95461 | -1081646 | -784520 | -362205 |
Profit Factor | 1.4437 | 1.5951 | 1.2765 | 1.0714 | 1.0678 | 1.0772 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 56 | 50 | 61.9048 | 56 | 50 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.1344 | 1.5951 | 0.7855 | 0.8418 | 1.0678 | 0.6629 |
Largest Winning Trade | 96416 | 96416 | 45653 | 550809 | 550809 | 122364 |
Largest Losing Trade | -31974 | -31974 | -31294 | -211153 | -211153 | -114686 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 3135 | 1430 | 1705 | 3135 | 1430 | 1705 |
Profit Streak | 34.1723 | 0 | 43.5056 | 34.1723 | 0 | 43.5056 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386442 | -143632 | -249631 | -207843 | -404099 | -406120 |
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{ "first_band": { "type": "kcb", "factors": { "length": 14, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 44, "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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