Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193089.0772 | 90687.6215 | 102401.4558 | 183271.903 | 88437.1892 | 94834.7138 |
Total P&L (%) | 193.0891 | 90.6876 | 102.4015 | 183.2719 | 88.4372 | 94.8347 |
Avg Daily Profit (%) | 0.2107 | 0.099 | 0.1118 | 0.1137 | 0.0692 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104536 | -70450 | -92329 | -93976 | -65466 | -71925 |
Profit Factor | 1.447 | 1.4444 | 1.4492 | 1.4202 | 1.422 | 1.4186 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 51.8182 | 50.9091 | 52.7273 | 51.8182 | 50.9091 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.3454 | 1.3928 | 1.2993 | 1.3205 | 1.3712 | 1.2718 |
Largest Winning Trade | 50922 | 50922 | 38722 | 53250 | 53250 | 47358 |
Largest Losing Trade | -26143 | -22387 | -26143 | -27711 | -23319 | -27711 |
Avg Bars in Trades | 32 | 24 | 40 | 32 | 24 | 40 |
Avg Bars in Winners | 32 | 22 | 41 | 32 | 22 | 41 |
Avg Bars in Losers | 33 | 27 | 38 | 33 | 27 | 38 |
Bars Traded | 3576 | 1365 | 2212 | 3576 | 1365 | 2212 |
Profit Streak | 27.1831 | 27.1831 | 44.4331 | 27.1831 | 27.1831 | 44.4331 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386096 | -238516 | -221077 | -38349 | -278389 | -273184 |
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{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 59, "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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