Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294153.5289 | 283234.9761 | 10918.5529 | -81948.2559 | -86947.0506 | 4998.7948 |
Total P&L (%) | 294.1535 | 283.235 | 10.9186 | -81.9483 | -86.9471 | 4.9988 |
Avg Daily Profit (%) | 0.152 | 0.1464 | 0.0056 | -0.0884 | -0.1052 | 0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172006 | -164060 | -17916 | -285719 | -273787 | -23466 |
Profit Factor | 1.5423 | 1.5871 | 1.1821 | 0.8265 | 0.7973 | 1.1156 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 47.4227 | 37.5 | 57.1429 | 47.4227 | 37.5 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.71 | 2.6452 | 0.8866 | 0.9163 | 1.3289 | 0.8367 |
Largest Winning Trade | 485767 | 485767 | 8739 | 241879 | 241879 | 9354 |
Largest Losing Trade | -56989 | -56989 | -9395 | -105746 | -105746 | -19240 |
Avg Bars in Trades | 206 | 404 | 12 | 206 | 404 | 12 |
Avg Bars in Winners | 200 | 495 | 10 | 200 | 495 | 10 |
Avg Bars in Losers | 212 | 350 | 15 | 212 | 350 | 15 |
Bars Traded | 20058 | 19428 | 630 | 20058 | 19428 | 630 |
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 | 329149 | 19348 | -343036 | -581521 | -583883 | -448957 |
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "linreg", "factors": { "length": 136, "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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