Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153746.7285 | 1071926.7933 | 81819.9351 | 2471787.2797 | 754039.1178 | 1717748.1619 |
Total P&L (%) | 1153.7467 | 1071.9268 | 81.8199 | 2471.7873 | 754.0391 | 1717.7482 |
Avg Daily Profit (%) | 0.4608 | 0.4281 | 0.0327 | 0.1298 | 0.0857 | 0.1159 |
Buy And Hold Return (%) | 328.2197 | 328.2197 | 328.2197 | 328.2197 | 328.2197 | 328.2197 |
Max Trade Drawdown | -123058 | -70175 | -71520 | -6622089 | -5418321 | -3262205 |
Profit Factor | 4.2194 | 5.6284 | 1.6454 | 1.1319 | 1.057 | 1.3117 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40 | 36.6667 | 43.3333 | 40 | 36.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.3291 | 9.7218 | 2.1517 | 1.6978 | 1.8257 | 1.7152 |
Largest Winning Trade | 837344 | 837344 | 54222 | 5661068 | 5661068 | 2904966 |
Largest Losing Trade | -32794 | -31818 | -32794 | -2409840 | -2409840 | -1053364 |
Avg Bars in Trades | 151 | 182 | 120 | 151 | 182 | 120 |
Avg Bars in Winners | 252 | 351 | 168 | 252 | 351 | 168 |
Avg Bars in Losers | 83 | 83 | 83 | 83 | 83 | 83 |
Bars Traded | 9071 | 5463 | 3608 | 9071 | 5463 | 3608 |
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 | -162830 | 364878 | -314540 | -271386 | -244999 | -40422 |
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{ "first_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 111, "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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