Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691262.561 | 567050.7861 | 124211.7749 | 1127334.7222 | 314048.6214 | 813286.1008 |
Total P&L (%) | 691.2626 | 567.0508 | 124.2118 | 1127.3347 | 314.0486 | 813.2861 |
Avg Daily Profit (%) | 0.371 | 0.3044 | 0.0667 | 0.1347 | 0.0763 | 0.1188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92360 | -60810 | -68498 | -739453 | -458295 | -432843 |
Profit Factor | 2.7727 | 3.5783 | 1.7306 | 1.4387 | 1.2164 | 1.7271 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 41.3793 | 34.4828 | 48.2759 | 41.3793 | 34.4828 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.928 | 6.7988 | 1.8542 | 2.0381 | 2.3112 | 1.8504 |
Largest Winning Trade | 491381 | 491381 | 56346 | 508808 | 417833 | 508808 |
Largest Losing Trade | -28540 | -28540 | -28052 | -341412 | -227462 | -341412 |
Avg Bars in Trades | 125 | 100 | 149 | 125 | 100 | 149 |
Avg Bars in Winners | 223 | 200 | 239 | 223 | 200 | 239 |
Avg Bars in Losers | 56 | 48 | 66 | 56 | 48 | 66 |
Bars Traded | 7269 | 2922 | 4347 | 7269 | 2922 | 4347 |
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 | -168061 | 345336 | -101354 | -193623 | -96486 | -31445 |
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{ "first_band": { "type": "kcb", "factors": { "length": 118, "offset": 0, "scalar": 5 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 118, "offset": 0, "scalar": 5 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "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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