Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138709.2537 | 82530.2197 | 56179.034 | 231603.2928 | 159316.7611 | 72286.5317 |
Total P&L (%) | 138.7093 | 82.5302 | 56.179 | 231.6033 | 159.3168 | 72.2865 |
Avg Daily Profit (%) | 0.5326 | 0.3169 | 0.2157 | 0.4614 | 0.3666 | 0.2091 |
Buy And Hold Return (%) | 19.8634 | 19.8634 | 19.8634 | 19.8634 | 19.8634 | 19.8634 |
Max Trade Drawdown | -19462 | -39831 | -13419 | -30027 | -53221 | -48050 |
Profit Factor | 2.0046 | 1.9865 | 2.0324 | 1.8675 | 2.1267 | 1.5755 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 51.4851 | 52 | 50.9804 | 51.4851 | 52 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.8889 | 1.8337 | 1.9542 | 1.7597 | 1.9631 | 1.5149 |
Largest Winning Trade | 31611 | 31611 | 13767 | 31761 | 31761 | 19651 |
Largest Losing Trade | -11981 | -11981 | -8476 | -29355 | -15813 | -29355 |
Avg Bars in Trades | 236 | 357 | 118 | 236 | 357 | 118 |
Avg Bars in Winners | 306 | 453 | 159 | 306 | 453 | 159 |
Avg Bars in Losers | 163 | 254 | 75 | 163 | 254 | 75 |
Bars Traded | 23912 | 17875 | 6037 | 23912 | 17875 | 6037 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479802 | -170881 | -172969 | 448756 | -168102 | -173288 |
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{ "first_band": { "type": "linreg", "factors": { "length": 199, "offset": 133 } }, "second_band": { "type": "kcu", "factors": { "length": 146, "offset": 0, "scalar": 4 } } }
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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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