Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221429.5485 | 162045.6568 | 59383.8917 | 380825.4746 | 278234.6287 | 102590.846 |
Total P&L (%) | 221.4295 | 162.0457 | 59.3839 | 380.8255 | 278.2346 | 102.5908 |
Avg Daily Profit (%) | 0.4251 | 0.3111 | 0.114 | 0.302 | 0.2558 | 0.1356 |
Buy And Hold Return (%) | 26.2877 | 26.2877 | 26.2877 | 26.2877 | 26.2877 | 26.2877 |
Max Trade Drawdown | -50319 | -18692 | -64904 | -186687 | -79759 | -149211 |
Profit Factor | 1.7825 | 2.3996 | 1.3552 | 1.5141 | 1.9078 | 1.2362 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 39.4737 | 43.8596 | 35.0877 | 39.4737 | 43.8596 | 35.0877 |
Ratio Avg Win / Avg Loss | 2.7332 | 3.0714 | 2.5071 | 2.3216 | 2.442 | 2.287 |
Largest Winning Trade | 83123 | 83123 | 30269 | 122671 | 122671 | 79303 |
Largest Losing Trade | -23170 | -14338 | -23170 | -62616 | -46487 | -62616 |
Avg Bars in Trades | 212 | 88 | 336 | 212 | 88 | 336 |
Avg Bars in Winners | 374 | 147 | 659 | 374 | 147 | 659 |
Avg Bars in Losers | 106 | 42 | 162 | 106 | 42 | 162 |
Bars Traded | 24226 | 5043 | 19183 | 24226 | 5043 | 19183 |
Profit Streak | 19.1063 | 27.5647 | 19.1063 | 19.1063 | 27.5647 | 19.1063 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346742 | -169886 | -230554 | 277251 | -170751 | -199587 |
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{ "first_band": { "type": "kcu", "factors": { "length": 189, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 116, "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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