Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546343.126 | 446605.8914 | 99737.2346 | 167542.3613 | 295312.4379 | -127770.0767 |
Total P&L (%) | 546.3431 | 446.6059 | 99.7372 | 167.5424 | 295.3124 | -127.7701 |
Avg Daily Profit (%) | 0.2942 | 0.2405 | 0.0537 | 0.053 | 0.074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152105 | -35958 | -193284 | -831249 | -195773 | -834530 |
Profit Factor | 1.7868 | 3.0465 | 1.2095 | 1.0912 | 1.4787 | 0.8953 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 56.5657 | 56 | 57.1429 | 56.5657 | 56 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.372 | 2.3937 | 0.9071 | 0.8379 | 1.1619 | 0.6715 |
Largest Winning Trade | 203638 | 203638 | 62131 | 188706 | 121744 | 188706 |
Largest Losing Trade | -74565 | -23946 | -74565 | -307337 | -138622 | -307337 |
Avg Bars in Trades | 54 | 32 | 77 | 54 | 32 | 77 |
Avg Bars in Winners | 61 | 36 | 86 | 61 | 36 | 86 |
Avg Bars in Losers | 45 | 26 | 66 | 45 | 26 | 66 |
Bars Traded | 5415 | 1613 | 3801 | 5415 | 1613 | 3801 |
Profit Streak | 0 | 0 | 68.8575 | 0 | 0 | 68.8575 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440475 | -165490 | -121749 | -242916 | -272180 | -579197 |
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 3 } } }
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# | 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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