Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349363.585 | 1270115.799 | 79247.786 | 5254709.2845 | 7268436.0218 | -2013726.7373 |
Total P&L (%) | 1349.3636 | 1270.1158 | 79.2478 | 5254.7093 | 7268.436 | -2013.7267 |
Avg Daily Profit (%) | 0.7382 | 0.6948 | 0.0434 | 0.218 | 0.2355 | 0 |
Buy And Hold Return (%) | 663.3382 | 663.3382 | 663.3382 | 663.3382 | 663.3382 | 663.3382 |
Max Trade Drawdown | -118235 | -65948 | -65473 | -15835152 | -9989248 | -8640203 |
Profit Factor | 3.7046 | 6.7109 | 1.2866 | 1.157 | 1.4652 | 0.8872 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 41.1765 | 38.2353 | 44.1176 | 41.1765 | 38.2353 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.2923 | 10.8407 | 1.6297 | 1.6528 | 2.3668 | 1.1238 |
Largest Winning Trade | 642195 | 642195 | 75041 | 11421839 | 11421839 | 3796264 |
Largest Losing Trade | -33825 | -19468 | -33825 | -3001295 | -2871867 | -3001295 |
Avg Bars in Trades | 77 | 69 | 86 | 77 | 69 | 86 |
Avg Bars in Winners | 130 | 114 | 144 | 130 | 114 | 144 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 5284 | 2359 | 2925 | 5284 | 2359 | 2925 |
Profit Streak | 0 | 120.6137 | 0 | 0 | 120.6137 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104387 | 335175 | -301973 | -155785 | 234646 | -581416 |
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{ "first_band": { "type": "kcb", "factors": { "length": 64, "offset": 0, "scalar": 5 } }, "second_band": { "type": "linreg", "factors": { "length": 52, "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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