Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2295445.2697 | 2225897.2971 | 69547.9726 | 40340498.438 | 40880905.6154 | -540407.1774 |
Total P&L (%) | 2295.4453 | 2225.8973 | 69.548 | 40340.4984 | 40880.9056 | -540.4072 |
Avg Daily Profit (%) | 1.0156 | 0.9848 | 0.0308 | 0.2659 | 0.2665 | 0 |
Buy And Hold Return (%) | 8613.8635 | 8613.8635 | 8613.8635 | 8613.8635 | 8613.8635 | 8613.8635 |
Max Trade Drawdown | -78358 | -26926 | -76663 | -26106582 | -6620635 | -20061122 |
Profit Factor | 6.3285 | 13.7743 | 1.2711 | 1.6288 | 2.5912 | 0.9859 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 53.9474 | 55.2632 | 52.6316 | 53.9474 | 55.2632 | 52.6316 |
Ratio Avg Win / Avg Loss | 5.4023 | 11.1506 | 1.144 | 1.3905 | 2.0977 | 0.8874 |
Largest Winning Trade | 1395007 | 1395007 | 53778 | 30417255 | 30417255 | 17093092 |
Largest Losing Trade | -61487 | -16871 | -61487 | -12929160 | -6620635 | -12929160 |
Avg Bars in Trades | 172 | 159 | 184 | 172 | 159 | 184 |
Avg Bars in Winners | 259 | 226 | 293 | 259 | 226 | 293 |
Avg Bars in Losers | 70 | 77 | 63 | 70 | 77 | 63 |
Bars Traded | 13081 | 6075 | 7006 | 13081 | 6075 | 7006 |
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 | -197162 | -143227 | -317294 | -44306 | 456608 | -580423 |
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{ "first_band": { "type": "kcb", "factors": { "length": 172, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 172, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "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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