Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898245.6297 | 841616.5584 | 56629.0713 | 1198942.5756 | 888163.0523 | 310779.5233 |
Total P&L (%) | 898.2456 | 841.6166 | 56.6291 | 1198.9426 | 888.1631 | 310.7795 |
Avg Daily Profit (%) | 0.4312 | 0.4041 | 0.0272 | 0.1232 | 0.11 | 0.0679 |
Buy And Hold Return (%) | 317.4421 | 317.4421 | 317.4421 | 317.4421 | 317.4421 | 317.4421 |
Max Trade Drawdown | -212529 | -180909 | -59312 | -8900876 | -7377572 | -1823481 |
Profit Factor | 1.945 | 2.2305 | 1.2125 | 1.0431 | 1.0428 | 1.044 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 93 | 37 | 56 | 93 | 37 | 56 |
Losing Trades | 128 | 73 | 55 | 128 | 73 | 55 |
Profitability (%) | 42.0814 | 33.6364 | 50.4505 | 42.0814 | 33.6364 | 50.4505 |
Ratio Avg Win / Avg Loss | 2.677 | 4.4008 | 1.1908 | 1.4356 | 2.0574 | 1.0253 |
Largest Winning Trade | 313280 | 313280 | 44615 | 4777053 | 4777053 | 1042263 |
Largest Losing Trade | -39212 | -39212 | -31207 | -2383053 | -2383053 | -615438 |
Avg Bars in Trades | 112 | 198 | 27 | 112 | 198 | 27 |
Avg Bars in Winners | 159 | 350 | 33 | 159 | 350 | 33 |
Avg Bars in Losers | 78 | 121 | 20 | 78 | 121 | 20 |
Bars Traded | 24853 | 21823 | 3030 | 24853 | 21823 | 3030 |
Profit Streak | 8.4979 | 0 | 57.9979 | 8.4979 | 0 | 57.9979 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330992 | 143305 | -322147 | -204956 | -227944 | -439639 |
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{ "first_band": { "type": "kcl", "factors": { "length": 48, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 48, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 67, "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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