Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567024.6642 | 403085.204 | 163939.4602 | 488578.5614 | -555657.0917 | 1044235.653 |
Total P&L (%) | 567.0247 | 403.0852 | 163.9395 | 488.5786 | -555.6571 | 1044.2357 |
Avg Daily Profit (%) | 0.3563 | 0.2533 | 0.103 | 0.1114 | 0 | 0.1533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96245 | -134093 | -57009 | -1447650 | -1624569 | -623075 |
Profit Factor | 1.7956 | 1.843 | 1.6989 | 1.0646 | 0.8972 | 1.4827 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 63.1579 | 57.4468 | 68.75 | 63.1579 | 57.4468 | 68.75 |
Ratio Avg Win / Avg Loss | 1.0474 | 1.3652 | 0.7722 | 0.621 | 0.6646 | 0.6739 |
Largest Winning Trade | 146921 | 146921 | 38139 | 608802 | 608802 | 308664 |
Largest Losing Trade | -53533 | -53533 | -51823 | -941341 | -941341 | -577446 |
Avg Bars in Trades | 193 | 277 | 111 | 193 | 277 | 111 |
Avg Bars in Winners | 150 | 231 | 83 | 150 | 231 | 83 |
Avg Bars in Losers | 267 | 339 | 172 | 267 | 339 | 172 |
Bars Traded | 18367 | 13024 | 5343 | 18367 | 13024 | 5343 |
Profit Streak | 48.639 | 48.639 | 68.7223 | 48.639 | 48.639 | 68.7223 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541601 | 434572 | -51516 | -192015 | -579169 | 383771 |
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{ "first_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 247, "offset": 122 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 247, "offset": 122 } } }
# | 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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