Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450384.2487 | 1396377.4256 | 54006.8231 | 2944887.3747 | 2802393.6067 | 142493.768 |
Total P&L (%) | 1450.3842 | 1396.3774 | 54.0068 | 2944.8874 | 2802.3936 | 142.4938 |
Avg Daily Profit (%) | 0.8005 | 0.7707 | 0.0298 | 0.1887 | 0.1861 | 0.0489 |
Buy And Hold Return (%) | 613.2481 | 613.2481 | 613.2481 | 613.2481 | 613.2481 | 613.2481 |
Max Trade Drawdown | -89838 | -70424 | -53619 | -5648833 | -3987896 | -2832165 |
Profit Factor | 3.2113 | 5.267 | 1.1643 | 1.1551 | 1.3011 | 1.0147 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 32.6923 | 23.0769 | 42.3077 | 32.6923 | 23.0769 | 42.3077 |
Ratio Avg Win / Avg Loss | 6.6115 | 17.5567 | 1.5877 | 2.3782 | 4.3369 | 1.3837 |
Largest Winning Trade | 917914 | 917914 | 75147 | 4446793 | 4446793 | 2192972 |
Largest Losing Trade | -38436 | -24204 | -38436 | -1406952 | -1406952 | -1231001 |
Avg Bars in Trades | 68 | 64 | 73 | 68 | 64 | 73 |
Avg Bars in Winners | 136 | 150 | 129 | 136 | 150 | 129 |
Avg Bars in Losers | 35 | 38 | 32 | 35 | 38 | 32 |
Bars Traded | 7151 | 3336 | 3815 | 7151 | 3336 | 3815 |
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 | 302226 | -202759 | -540539 | -48817 | -211219 | -680756 |
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{ "first_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 46, "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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