Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245221.7285 | 158558.3509 | 86663.3776 | 504745.3076 | 425967.1804 | 78778.1272 |
Total P&L (%) | 245.2217 | 158.5584 | 86.6634 | 504.7453 | 425.9672 | 78.7781 |
Avg Daily Profit (%) | 0.4708 | 0.3044 | 0.1664 | 0.3461 | 0.3192 | 0.1116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37986 | -22655 | -34087 | -286396 | -109930 | -264965 |
Profit Factor | 2.0549 | 2.5375 | 1.6701 | 1.5853 | 2.179 | 1.1572 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 40.404 | 42 | 38.7755 | 40.404 | 42 | 38.7755 |
Ratio Avg Win / Avg Loss | 3.031 | 3.5042 | 2.637 | 2.3383 | 3.0091 | 1.8272 |
Largest Winning Trade | 63868 | 63868 | 38055 | 213303 | 213303 | 148600 |
Largest Losing Trade | -12409 | -12409 | -10139 | -78747 | -49849 | -78747 |
Avg Bars in Trades | 245 | 231 | 260 | 245 | 231 | 260 |
Avg Bars in Winners | 438 | 387 | 493 | 438 | 387 | 493 |
Avg Bars in Losers | 115 | 117 | 113 | 115 | 117 | 113 |
Bars Traded | 24341 | 11558 | 12783 | 24341 | 11558 | 12783 |
Profit Streak | 9.0716 | 32.0716 | 0 | 9.0716 | 32.0716 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377028 | -169386 | 203754 | 318817 | -169951 | -95314 |
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{ "first_band": { "type": "kcb", "factors": { "length": 247, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 153, "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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