Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2357422.666 | 2436635.594 | -79212.9279 | -29095.7382 | 2092239.5067 | -2121335.2449 |
Total P&L (%) | 2357.4227 | 2436.6356 | -79.2129 | -29.0957 | 2092.2395 | -2121.3352 |
Avg Daily Profit (%) | 1.017 | 1.0512 | -0.0342 | -0.0148 | 0.1333 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201063 | -124841 | -165374 | -4560334 | -2428165 | -3137899 |
Profit Factor | 4.3169 | 6.6959 | 0.72 | 0.9968 | 1.395 | 0.4196 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 50.5495 | 55.5556 | 45.6522 | 50.5495 | 55.5556 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.2231 | 5.3567 | 0.8572 | 0.9751 | 1.116 | 0.4995 |
Largest Winning Trade | 2231518 | 2231518 | 23146 | 3194159 | 3194159 | 772457 |
Largest Losing Trade | -96019 | -96019 | -41346 | -2210164 | -2210164 | -1571325 |
Avg Bars in Trades | 65 | 120 | 12 | 65 | 120 | 12 |
Avg Bars in Winners | 61 | 98 | 16 | 61 | 98 | 16 |
Avg Bars in Losers | 70 | 147 | 8 | 70 | 147 | 8 |
Bars Traded | 5978 | 5408 | 570 | 5978 | 5408 | 570 |
Profit Streak | 12.9973 | 0 | 76.6639 | 12.9973 | 0 | 76.6639 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 776561 | 817143 | -581559 | -579855 | -13224 | -581559 |
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{ "first_band": { "type": "kcl", "factors": { "length": 52, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 52, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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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