Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1524375.9151 | 1438166.9049 | 86209.0101 | 3721235.8951 | 4344634.0607 | -623398.1656 |
Total P&L (%) | 1524.3759 | 1438.1669 | 86.209 | 3721.2359 | 4344.6341 | -623.3982 |
Avg Daily Profit (%) | 0.8396 | 0.7921 | 0.0475 | 0.2009 | 0.2092 | 0 |
Buy And Hold Return (%) | 693.1818 | 693.1818 | 693.1818 | 693.1818 | 693.1818 | 693.1818 |
Max Trade Drawdown | -102919 | -115234 | -46924 | -8777137 | -9013166 | -4435066 |
Profit Factor | 3.9853 | 5.2773 | 1.4943 | 1.1159 | 1.2024 | 0.9414 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 57.5342 | 52.7778 | 62.1622 | 57.5342 | 52.7778 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.9415 | 4.7218 | 0.9096 | 0.8237 | 1.0758 | 0.573 |
Largest Winning Trade | 705406 | 705406 | 46459 | 7981022 | 7981022 | 1393647 |
Largest Losing Trade | -46924 | -45667 | -46924 | -3407372 | -3407372 | -3378401 |
Avg Bars in Trades | 139 | 211 | 70 | 139 | 211 | 70 |
Avg Bars in Winners | 138 | 230 | 62 | 138 | 230 | 62 |
Avg Bars in Losers | 141 | 190 | 82 | 141 | 190 | 82 |
Bars Traded | 10218 | 7620 | 2598 | 10218 | 7620 | 2598 |
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 | -60333 | 542300 | -294089 | -162720 | 269046 | -579195 |
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{ "first_band": { "type": "kcl", "factors": { "length": 54, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 54, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 240, "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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