Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217855.0574 | 277850.7133 | -59995.6559 | -63184.8242 | 34339.2474 | -97524.0716 |
Total P&L (%) | 217.8551 | 277.8507 | -59.9957 | -63.1848 | 34.3392 | -97.5241 |
Avg Daily Profit (%) | 0.1765 | 0.2251 | -0.0486 | -0.0809 | 0.0239 | -0.2992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170278 | -122472 | -95061 | -427333 | -308433 | -155607 |
Profit Factor | 1.3397 | 1.6245 | 0.6945 | 0.9446 | 1.0423 | 0.7026 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 54.1935 | 54.5455 | 53.8462 | 54.1935 | 54.5455 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.1324 | 1.3537 | 0.5953 | 0.7984 | 0.8686 | 0.6022 |
Largest Winning Trade | 297400 | 297400 | 13450 | 204944 | 204944 | 25684 |
Largest Losing Trade | -46891 | -46891 | -30629 | -114957 | -114957 | -58995 |
Avg Bars in Trades | 92 | 167 | 19 | 92 | 167 | 19 |
Avg Bars in Winners | 90 | 164 | 16 | 90 | 164 | 16 |
Avg Bars in Losers | 95 | 169 | 22 | 95 | 169 | 22 |
Bars Traded | 14372 | 12859 | 1513 | 14372 | 12859 | 1513 |
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 | 327695 | -31568 | -614459 | -579422 | -380672 | -614459 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 249, "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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