Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992411.979 | 943466.1994 | 48945.7796 | 2004798.5318 | 48798.8135 | 1955999.7183 |
Total P&L (%) | 992.412 | 943.4662 | 48.9458 | 2004.7985 | 48.7988 | 1955.9997 |
Avg Daily Profit (%) | 0.4764 | 0.4529 | 0.0235 | 0.1464 | 0.0191 | 0.1452 |
Buy And Hold Return (%) | 469.2455 | 469.2455 | 469.2455 | 469.2455 | 469.2455 | 469.2455 |
Max Trade Drawdown | -94887 | -106325 | -43748 | -3865793 | -4559311 | -853947 |
Profit Factor | 2.4785 | 3.0377 | 1.2351 | 1.1369 | 1.0042 | 1.6256 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 52.5547 | 52.9412 | 52.1739 | 52.5547 | 52.9412 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.2375 | 2.7002 | 1.1321 | 1.0263 | 0.8927 | 1.4901 |
Largest Winning Trade | 504267 | 504267 | 25224 | 2390157 | 2390157 | 618089 |
Largest Losing Trade | -37025 | -37025 | -22794 | -1637764 | -1637764 | -499027 |
Avg Bars in Trades | 170 | 312 | 29 | 170 | 312 | 29 |
Avg Bars in Winners | 231 | 427 | 35 | 231 | 427 | 35 |
Avg Bars in Losers | 101 | 183 | 23 | 101 | 183 | 23 |
Bars Traded | 23298 | 21251 | 2047 | 23298 | 21251 | 2047 |
Profit Streak | 100.1888 | 100.6888 | 100.1888 | 100.1888 | 100.6888 | 100.1888 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383511 | -99055 | -428130 | -67539 | -658918 | -99413 |
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{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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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