Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319712.6328 | 1349453.1149 | -29740.4821 | 161768.5937 | 1041344.4336 | -879575.8399 |
Total P&L (%) | 1319.7126 | 1349.4531 | -29.7405 | 161.7686 | 1041.3444 | -879.5758 |
Avg Daily Profit (%) | 0.6335 | 0.6477 | -0.0143 | 0.0462 | 0.1169 | 0 |
Buy And Hold Return (%) | 435.7336 | 435.7336 | 435.7336 | 435.7336 | 435.7336 | 435.7336 |
Max Trade Drawdown | -166062 | -153806 | -59684 | -2396677 | -1916525 | -1017033 |
Profit Factor | 4.0092 | 5.5983 | 0.795 | 1.0336 | 1.3424 | 0.5056 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 37.3494 | 31.7073 | 42.8571 | 37.3494 | 31.7073 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.7252 | 12.0578 | 1.06 | 1.7337 | 2.8914 | 0.6741 |
Largest Winning Trade | 1394798 | 1394798 | 28183 | 2377865 | 2377865 | 262431 |
Largest Losing Trade | -30240 | -30240 | -19159 | -526962 | -526962 | -501348 |
Avg Bars in Trades | 278 | 530 | 33 | 278 | 530 | 33 |
Avg Bars in Winners | 364 | 798 | 50 | 364 | 798 | 50 |
Avg Bars in Losers | 227 | 405 | 20 | 227 | 405 | 20 |
Bars Traded | 23138 | 21737 | 1400 | 23138 | 21737 | 1400 |
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 | 343013 | 359828 | -581845 | -485679 | -46384 | -583512 |
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{ "first_band": { "type": "kcl", "factors": { "length": 184, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 184, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "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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