Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302929.9882 | 395087.6506 | -92157.6625 | -182311.9894 | 2712345.0576 | -2894657.047 |
Total P&L (%) | 302.93 | 395.0877 | -92.1577 | -182.312 | 2712.3451 | -2894.657 |
Avg Daily Profit (%) | 0.1606 | 0.2094 | -0.0488 | 0 | 0.177 | 0 |
Buy And Hold Return (%) | 305.5322 | 305.5322 | 305.5322 | 305.5322 | 305.5322 | 305.5322 |
Max Trade Drawdown | -251969 | -151046 | -189999 | -4332384 | -2021728 | -3423358 |
Profit Factor | 1.2282 | 1.6365 | 0.8696 | 0.9855 | 1.4583 | 0.5667 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 307 | 150 | 157 | 218 | 113 | 105 |
Losing Trades | 149 | 78 | 71 | 238 | 115 | 123 |
Profitability (%) | 67.3246 | 65.7895 | 68.8596 | 47.807 | 49.5614 | 46.0526 |
Ratio Avg Win / Avg Loss | 0.5961 | 0.851 | 0.3933 | 1.0759 | 1.4842 | 0.6639 |
Largest Winning Trade | 74308 | 74308 | 24748 | 1345727 | 1345727 | 229469 |
Largest Losing Trade | -129440 | -53655 | -129440 | -2398354 | -1100779 | -2398354 |
Avg Bars in Trades | 24 | 33 | 14 | 24 | 33 | 14 |
Avg Bars in Winners | 16 | 21 | 12 | 30 | 43 | 17 |
Avg Bars in Losers | 39 | 58 | 19 | 18 | 24 | 12 |
Bars Traded | 10999 | 7715 | 3284 | 10999 | 7715 | 3284 |
Profit Streak | 0 | 0 | 75.9791 | 2.9791 | 3.1458 | 0 |
Trades During Streak | 0 | 0 | 10 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155608 | -63880 | -575772 | -578471 | 300563 | -581397 |
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{ "first_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 224, "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) |
---|