Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538031.2839 | 365088.1398 | 172943.1441 | 618667.5892 | -62585.413 | 681253.0022 |
Total P&L (%) | 538.0313 | 365.0881 | 172.9431 | 618.6676 | -62.5854 | 681.253 |
Avg Daily Profit (%) | 0.3639 | 0.2469 | 0.117 | 0.1335 | -0.0665 | 0.1391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160281 | -132793 | -45627 | -805045 | -725817 | -394443 |
Profit Factor | 1.8311 | 1.9327 | 1.6757 | 1.1487 | 0.9743 | 1.3946 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 76 | 27 | 49 | 76 | 27 | 49 |
Losing Trades | 97 | 59 | 38 | 97 | 59 | 38 |
Profitability (%) | 43.9306 | 31.3953 | 56.3218 | 43.9306 | 31.3953 | 56.3218 |
Ratio Avg Win / Avg Loss | 2.337 | 4.2233 | 1.2995 | 1.4661 | 2.129 | 1.0815 |
Largest Winning Trade | 281323 | 281323 | 58980 | 504019 | 504019 | 222118 |
Largest Losing Trade | -28296 | -20396 | -28296 | -282805 | -190532 | -282805 |
Avg Bars in Trades | 99 | 121 | 77 | 99 | 121 | 77 |
Avg Bars in Winners | 137 | 200 | 102 | 137 | 200 | 102 |
Avg Bars in Losers | 69 | 84 | 44 | 69 | 84 | 44 |
Bars Traded | 17145 | 10415 | 6730 | 17145 | 10415 | 6730 |
Profit Streak | 8.398 | 0 | 21.9813 | 8.398 | 0 | 21.9813 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436707 | 148801 | -33725 | -72108 | -585559 | -5152 |
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{ "first_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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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