Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6454449.7201 | 6485986.0076 | -31536.2875 | 133817.8628 | -168689.3188 | 302507.1816 |
Total P&L (%) | 6454.4497 | 6485.986 | -31.5363 | 133.8179 | -168.6893 | 302.5072 |
Avg Daily Profit (%) | 3.0991 | 3.1143 | -0.0151 | 0.0408 | 0 | 0.0669 |
Buy And Hold Return (%) | 72.3229 | 72.3229 | 72.3229 | 72.3229 | 72.3229 | 72.3229 |
Max Trade Drawdown | -218401 | -177776 | -88179 | -8641558 | -8158910 | -1342252 |
Profit Factor | 14.1139 | 17.9961 | 0.7148 | 1.0112 | 0.9834 | 1.1764 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 41.791 | 48.4848 | 35.2941 | 41.791 | 48.4848 | 35.2941 |
Ratio Avg Win / Avg Loss | 19.6586 | 19.1208 | 1.3104 | 1.4085 | 1.0449 | 2.1567 |
Largest Winning Trade | 6637222 | 6637222 | 27046 | 7980351 | 7980351 | 868077 |
Largest Losing Trade | -63542 | -63542 | -15706 | -4372824 | -4372824 | -665522 |
Avg Bars in Trades | 347 | 687 | 17 | 347 | 687 | 17 |
Avg Bars in Winners | 567 | 972 | 27 | 567 | 972 | 27 |
Avg Bars in Losers | 189 | 418 | 12 | 189 | 418 | 12 |
Bars Traded | 23291 | 22681 | 610 | 23291 | 22681 | 610 |
Profit Streak | 98.2803 | 0 | 169.2803 | 98.2803 | 0 | 169.2803 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100220 | 831208 | -583988 | -478373 | -579725 | -135940 |
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{ "first_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "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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