Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28383.4538 | 19376.1256 | 9007.3282 | 30251.0109 | 19937.0489 | 10313.962 |
Total P&L (%) | 28.3835 | 19.3761 | 9.0073 | 30.251 | 19.937 | 10.314 |
Avg Daily Profit (%) | 1.635 | 1.1161 | 0.5189 | 1.5341 | 1.0527 | 0.567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13769 | -8668 | -10258 | -19410 | -9693 | -11157 |
Profit Factor | 1.291 | 1.3815 | 1.1926 | 1.2677 | 1.336 | 1.1921 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 195 | 101 | 94 | 195 | 101 | 94 |
Losing Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Profitability (%) | 59.816 | 61.9632 | 57.6687 | 59.816 | 61.9632 | 57.6687 |
Ratio Avg Win / Avg Loss | 0.8673 | 0.8481 | 0.8755 | 0.8516 | 0.8201 | 0.8751 |
Largest Winning Trade | 5053 | 4767 | 5053 | 6514 | 5259 | 6514 |
Largest Losing Trade | -5527 | -5005 | -5527 | -6045 | -5433 | -6045 |
Avg Bars in Trades | 75 | 77 | 73 | 75 | 77 | 73 |
Avg Bars in Winners | 71 | 74 | 68 | 71 | 74 | 68 |
Avg Bars in Losers | 82 | 83 | 81 | 82 | 83 | 81 |
Bars Traded | 24669 | 12655 | 12014 | 24669 | 12655 | 12014 |
Profit Streak | 0 | 2.809 | 0 | 0 | 2.809 | 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 | 338090 | 117594 | -166589 | 335784 | 109064 | -156974 |
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{ "first_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 173, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 173, "offset": 0, "scalar": 2 } } }
# | 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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