Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426053.7368 | 403154.7946 | 22898.9422 | 223528.5047 | 206458.4792 | 17070.0256 |
Total P&L (%) | 426.0537 | 403.1548 | 22.8989 | 223.5285 | 206.4585 | 17.07 |
Avg Daily Profit (%) | 0.409 | 0.387 | 0.022 | 0.1128 | 0.1076 | 0.0151 |
Buy And Hold Return (%) | 163.3307 | 163.3307 | 163.3307 | 163.3307 | 163.3307 | 163.3307 |
Max Trade Drawdown | -89344 | -90196 | -10316 | -381600 | -376632 | -46195 |
Profit Factor | 2.0735 | 2.1428 | 1.5191 | 1.174 | 1.1816 | 1.1152 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 51.6556 | 46.6667 | 56.5789 | 51.6556 | 46.6667 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.9406 | 2.4489 | 1.1658 | 1.0987 | 1.3504 | 0.8559 |
Largest Winning Trade | 360298 | 360298 | 6588 | 372449 | 372449 | 12602 |
Largest Losing Trade | -26870 | -26870 | -4184 | -134507 | -134507 | -19090 |
Avg Bars in Trades | 159 | 314 | 6 | 159 | 314 | 6 |
Avg Bars in Winners | 141 | 306 | 7 | 141 | 306 | 7 |
Avg Bars in Losers | 178 | 321 | 5 | 178 | 321 | 5 |
Bars Traded | 24097 | 23595 | 502 | 24097 | 23595 | 502 |
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 | 392269 | -48725 | -375622 | -121685 | -211987 | -481879 |
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 5 } }, "second_band": { "type": "linreg", "factors": { "length": 145, "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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