Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046316.3458 | 1021622.8416 | 24693.5042 | 1586524.279 | 2041204.2794 | -454680.0004 |
Total P&L (%) | 1046.3163 | 1021.6228 | 24.6935 | 1586.5243 | 2041.2043 | -454.68 |
Avg Daily Profit (%) | 0.5768 | 0.5632 | 0.0136 | 0.1559 | 0.169 | 0 |
Buy And Hold Return (%) | 518.891 | 518.891 | 518.891 | 518.891 | 518.891 | 518.891 |
Max Trade Drawdown | -107309 | -87227 | -85804 | -1860604 | -1415934 | -930535 |
Profit Factor | 2.9902 | 5.0981 | 1.0893 | 1.2792 | 1.7287 | 0.8422 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 42.1875 | 43.75 | 40.625 | 42.1875 | 43.75 | 40.625 |
Ratio Avg Win / Avg Loss | 4.0977 | 6.5548 | 1.5921 | 1.753 | 2.2226 | 1.2309 |
Largest Winning Trade | 536550 | 536550 | 73182 | 1530214 | 1530214 | 515373 |
Largest Losing Trade | -34754 | -25281 | -34754 | -438232 | -438232 | -430090 |
Avg Bars in Trades | 164 | 146 | 183 | 164 | 146 | 183 |
Avg Bars in Winners | 281 | 241 | 324 | 281 | 241 | 324 |
Avg Bars in Losers | 79 | 73 | 86 | 79 | 73 | 86 |
Bars Traded | 10558 | 4698 | 5860 | 10558 | 4698 | 5860 |
Profit Streak | 0 | 159.3339 | 0 | 0 | 159.3339 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136625 | 374923 | -465266 | -141147 | 261755 | -582789 |
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{ "first_band": { "type": "kcb", "factors": { "length": 155, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 155, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 118, "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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