Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118565.17 | 59660.4317 | 58904.7383 | 149155.1186 | 99127.9195 | 50027.1991 |
Total P&L (%) | 118.5652 | 59.6604 | 58.9047 | 149.1551 | 99.1279 | 50.0272 |
Avg Daily Profit (%) | 0.4553 | 0.2291 | 0.2262 | 0.3512 | 0.2648 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37018 | -20072 | -38584 | -97784 | -43231 | -102233 |
Profit Factor | 1.7866 | 2.0129 | 1.6415 | 1.4338 | 1.7732 | 1.232 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 41.9355 | 48.3871 | 35.4839 | 41.9355 | 48.3871 | 35.4839 |
Ratio Avg Win / Avg Loss | 2.4738 | 2.1471 | 2.9845 | 1.9852 | 1.8914 | 2.24 |
Largest Winning Trade | 34054 | 34054 | 28775 | 60550 | 60550 | 51097 |
Largest Losing Trade | -15820 | -15820 | -13047 | -24609 | -24609 | -23341 |
Avg Bars in Trades | 390 | 139 | 640 | 390 | 139 | 640 |
Avg Bars in Winners | 617 | 213 | 1169 | 617 | 213 | 1169 |
Avg Bars in Losers | 225 | 70 | 349 | 225 | 70 | 349 |
Bars Traded | 24187 | 4337 | 19850 | 24187 | 4337 | 19850 |
Profit Streak | 6.3721 | 24.5388 | 0 | 6.3721 | 24.5388 | 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 | -149425 | 358928 | 112785 | -151691 | 378087 | -388 |
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{ "first_band": { "type": "kcu", "factors": { "length": 222, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 222, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 224, "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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