Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44863.9814 | 51411.4713 | -6547.49 | 39350.1449 | 50222.1805 | -10872.0356 |
Total P&L (%) | 44.864 | 51.4115 | -6.5475 | 39.3501 | 50.2222 | -10.872 |
Avg Daily Profit (%) | 0.5168 | 0.5922 | -0.0754 | 0.383 | 0.4699 | -0.1325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37096 | -23150 | -18183 | -39489 | -24638 | -18477 |
Profit Factor | 1.4177 | 1.9027 | 0.8702 | 1.3441 | 1.8224 | 0.796 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 38.6364 | 45.4545 | 31.8182 | 38.6364 | 45.4545 | 31.8182 |
Ratio Avg Win / Avg Loss | 2.2517 | 2.2832 | 1.8647 | 2.1347 | 2.1869 | 1.7058 |
Largest Winning Trade | 36838 | 36838 | 7693 | 37623 | 37623 | 7871 |
Largest Losing Trade | -7728 | -7728 | -7388 | -9407 | -8799 | -9407 |
Avg Bars in Trades | 267 | 275 | 259 | 267 | 275 | 259 |
Avg Bars in Winners | 443 | 461 | 418 | 443 | 461 | 418 |
Avg Bars in Losers | 156 | 120 | 185 | 156 | 120 | 185 |
Bars Traded | 23542 | 12117 | 11425 | 23542 | 12117 | 11425 |
Profit Streak | 5.2947 | 6.0412 | 0 | 5.2947 | 6.0412 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 181196 | 373955 | -586959 | 106165 | 327877 | -586959 |
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{ "first_band": { "type": "kcb", "factors": { "length": 143, "offset": 0, "scalar": 1 } }, "second_band": { "type": "linreg", "factors": { "length": 235, "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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