Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3100035.3236 | 3005109.5494 | 94925.7742 | 54916156.926 | 36382204.5817 | 18533952.3442 |
Total P&L (%) | 3100.0353 | 3005.1095 | 94.9258 | 54916.1569 | 36382.2046 | 18533.9523 |
Avg Daily Profit (%) | 1.371 | 1.329 | 0.042 | 0.2795 | 0.2612 | 0.2315 |
Buy And Hold Return (%) | 9266.3837 | 9266.3837 | 9266.3837 | 9266.3837 | 9266.3837 | 9266.3837 |
Max Trade Drawdown | -132027 | -132533 | -28508 | -47271814 | -49987780 | -17600289 |
Profit Factor | 6.1126 | 7.9507 | 1.5455 | 1.3583 | 1.3244 | 1.4511 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 130 | 59 | 71 | 130 | 59 | 71 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 64.0394 | 57.8431 | 70.297 | 64.0394 | 57.8431 | 70.297 |
Ratio Avg Win / Avg Loss | 3.4325 | 5.7946 | 0.653 | 0.7628 | 0.9652 | 0.6131 |
Largest Winning Trade | 2077351 | 2077351 | 26040 | 49175203 | 49175203 | 6559148 |
Largest Losing Trade | -39879 | -39879 | -24241 | -18277976 | -18277976 | -5450491 |
Avg Bars in Trades | 65 | 115 | 15 | 65 | 115 | 15 |
Avg Bars in Winners | 46 | 86 | 12 | 46 | 86 | 12 |
Avg Bars in Losers | 100 | 155 | 22 | 100 | 155 | 22 |
Bars Traded | 13349 | 11787 | 1563 | 13349 | 11787 | 1563 |
Profit Streak | 4.1409 | 4.1409 | 53.4743 | 4.1409 | 4.1409 | 53.4743 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139861 | -142516 | -298804 | 378029 | 214083 | 167254 |
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 194, "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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