Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1752021.5585 | 1638037.3409 | 113984.2175 | 3986047.8351 | 3392429.6397 | 593618.1954 |
Total P&L (%) | 1752.0216 | 1638.0373 | 113.9842 | 3986.0478 | 3392.4296 | 593.6182 |
Avg Daily Profit (%) | 0.7564 | 0.7072 | 0.0492 | 0.1603 | 0.1535 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84959 | -116983 | -95583 | -2214266 | -2995371 | -2318936 |
Profit Factor | 4.6843 | 7.8845 | 1.4797 | 1.3751 | 1.606 | 1.1181 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 45.614 | 37.931 | 53.5714 | 45.614 | 37.931 | 53.5714 |
Ratio Avg Win / Avg Loss | 5.5851 | 12.9019 | 1.2824 | 1.6396 | 2.628 | 0.969 |
Largest Winning Trade | 1314603 | 1314603 | 79566 | 3015459 | 3015459 | 2087839 |
Largest Losing Trade | -55424 | -33822 | -55424 | -1798434 | -963188 | -1798434 |
Avg Bars in Trades | 219 | 170 | 269 | 219 | 170 | 269 |
Avg Bars in Winners | 356 | 345 | 365 | 356 | 345 | 365 |
Avg Bars in Losers | 103 | 64 | 157 | 103 | 64 | 157 |
Bars Traded | 12486 | 4951 | 7534 | 12486 | 4951 | 7534 |
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 | -160848 | 581480 | -146604 | -171853 | 213542 | -193779 |
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{ "first_band": { "type": "dcm", "factors": { "length": 232, "offset": 73 } }, "second_band": { "type": "kcb", "factors": { "length": 101, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 232, "offset": 73 } }, "second_band": { "type": "kcb", "factors": { "length": 101, "offset": 0, "scalar": 1 } } }
# | 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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