Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103205.0909 | 56153.005 | 47052.0859 | 123819.1792 | 83827.2531 | 39991.9261 |
Total P&L (%) | 103.2051 | 56.153 | 47.0521 | 123.8192 | 83.8273 | 39.9919 |
Avg Daily Profit (%) | 0.3963 | 0.2156 | 0.1807 | 0.3099 | 0.2341 | 0.1293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29387 | -17587 | -35460 | -60562 | -32516 | -86976 |
Profit Factor | 1.6318 | 1.9673 | 1.4469 | 1.3453 | 1.6908 | 1.1685 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 45.4545 | 48 | 42.8571 | 45.4545 | 48 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9582 | 2.1313 | 1.9292 | 1.6143 | 1.8317 | 1.5581 |
Largest Winning Trade | 32145 | 24835 | 32145 | 43707 | 43707 | 41228 |
Largest Losing Trade | -14949 | -9119 | -14949 | -39195 | -15533 | -39195 |
Avg Bars in Trades | 239 | 78 | 404 | 239 | 78 | 404 |
Avg Bars in Winners | 428 | 125 | 773 | 428 | 125 | 773 |
Avg Bars in Losers | 82 | 34 | 127 | 82 | 34 | 127 |
Bars Traded | 23746 | 3910 | 19836 | 23746 | 3910 | 19836 |
Profit Streak | 12.8907 | 13.2241 | 12.8907 | 12.8907 | 13.2241 | 12.8907 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395802 | -170580 | 161507 | 310946 | -170033 | -60159 |
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{ "first_band": { "type": "kcu", "factors": { "length": 205, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 83, "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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