Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13617770.1412 | 13754391.917 | -136621.7758 | -60627.3565 | 715752.5123 | -776379.8688 |
Total P&L (%) | 13617.7701 | 13754.3919 | -136.6218 | -60.6274 | 715.7525 | -776.3799 |
Avg Daily Profit (%) | 5.7731 | 5.831 | -0.0579 | -0.0395 | 0.089 | 0 |
Buy And Hold Return (%) | 738.0571 | 738.0571 | 738.0571 | 738.0571 | 738.0571 | 738.0571 |
Max Trade Drawdown | -326033 | -253374 | -142593 | -2780071 | -1979048 | -823160 |
Profit Factor | 15.5125 | 25.0125 | 0.6263 | 0.9834 | 1.3013 | 0.3892 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 37.1212 | 28.7879 | 45.4545 | 37.1212 | 28.7879 | 45.4545 |
Ratio Avg Win / Avg Loss | 26.2763 | 61.8731 | 0.7515 | 1.6657 | 3.2189 | 0.4671 |
Largest Winning Trade | 14012180 | 14012180 | 34090 | 2724818 | 2724818 | 92941 |
Largest Losing Trade | -44626 | -42695 | -44626 | -807378 | -807378 | -344951 |
Avg Bars in Trades | 105 | 150 | 60 | 105 | 150 | 60 |
Avg Bars in Winners | 134 | 229 | 74 | 134 | 229 | 74 |
Avg Bars in Losers | 88 | 118 | 48 | 88 | 118 | 48 |
Bars Traded | 13929 | 9933 | 3996 | 13929 | 9933 | 3996 |
Profit Streak | 4.0955 | 0 | 77.4288 | 4.0955 | 0 | 77.4288 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 708561 | -113106 | -706445 | -582789 | -375847 | -706445 |
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 106, "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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