Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1395885.5931 | -95645.5745 | -1300240.0186 | -121885.6319 | -1896338.9031 | 1774453.2712 |
Total P&L (%) | -1395.8856 | -95.6456 | -1300.24 | -121.8856 | -1896.3389 | 1774.4533 |
Avg Daily Profit (%) | -0.7401 | -0.0507 | -0.6894 | 0 | 0 | 0.1555 |
Buy And Hold Return (%) | 270.01 | 270.01 | 270.01 | 270.01 | 270.01 | 270.01 |
Max Trade Drawdown | -1473657 | -146168 | -1348338 | -2838149 | -2265827 | -1726847 |
Profit Factor | 0.2722 | 0.6763 | 0.1987 | 0.9806 | 0.3012 | 1.4995 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 55 | 24 | 31 | 50 | 24 | 26 |
Losing Trades | 44 | 26 | 18 | 49 | 26 | 23 |
Profitability (%) | 55.5556 | 48 | 63.2653 | 50.5051 | 48 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.2178 | 0.7326 | 0.1154 | 0.9609 | 0.3263 | 1.3265 |
Largest Winning Trade | 29060 | 25870 | 29060 | 3086592 | 254991 | 3086592 |
Largest Losing Trade | -946564 | -57808 | -946564 | -1626176 | -1181719 | -1626176 |
Avg Bars in Trades | 224 | 153 | 296 | 224 | 153 | 296 |
Avg Bars in Winners | 163 | 87 | 221 | 245 | 166 | 317 |
Avg Bars in Losers | 300 | 214 | 424 | 203 | 141 | 272 |
Bars Traded | 22202 | 7693 | 14508 | 22202 | 7693 | 14508 |
Profit Streak | 64.6711 | 96.4211 | 64.6711 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578408 | -760652 | -578403 | -580448 | -761611 | 330050 |
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{ "first_band": { "type": "linreg", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 167, "offset": 22, "scalar": 2 } } }
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# | 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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