Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572630.6231 | 577354.5027 | -4723.8796 | -14227.0324 | 91340.0322 | -105567.0646 |
Total P&L (%) | 572.6306 | 577.3545 | -4.7239 | -14.227 | 91.34 | -105.5671 |
Avg Daily Profit (%) | 0.3046 | 0.3071 | -0.0025 | -0.0082 | 0.0345 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197616 | -133258 | -94273 | -465686 | -353288 | -202204 |
Profit Factor | 1.7097 | 2.0839 | 0.9828 | 0.9868 | 1.1289 | 0.7142 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 49.0683 | 47.5 | 50.6173 | 49.0683 | 47.5 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.7747 | 2.3032 | 0.9588 | 1.0243 | 1.2477 | 0.6968 |
Largest Winning Trade | 592614 | 592614 | 23652 | 440572 | 440572 | 24483 |
Largest Losing Trade | -35482 | -35482 | -27186 | -106450 | -106450 | -101754 |
Avg Bars in Trades | 45 | 74 | 17 | 45 | 74 | 17 |
Avg Bars in Winners | 49 | 86 | 14 | 49 | 86 | 14 |
Avg Bars in Losers | 42 | 64 | 19 | 42 | 64 | 19 |
Bars Traded | 7398 | 5994 | 1404 | 7398 | 5994 | 1404 |
Profit Streak | 0 | 35.7712 | 0 | 0 | 35.7712 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455507 | -6972 | -592378 | -578630 | -245420 | -592378 |
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 1 } }, "second_band": { "type": "linreg", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 1 } }, "second_band": { "type": "linreg", "factors": { "length": 60, "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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