Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554581.1808 | 429846.4081 | 124734.7727 | 1333225.0007 | 445412.517 | 887812.4837 |
Total P&L (%) | 554.5812 | 429.8464 | 124.7348 | 1333.225 | 445.4125 | 887.8125 |
Avg Daily Profit (%) | 0.2807 | 0.2175 | 0.0631 | 0.1348 | 0.0859 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88221 | -32342 | -193291 | -1243875 | -640471 | -755031 |
Profit Factor | 1.9233 | 2.8536 | 1.3383 | 1.4092 | 1.262 | 1.5698 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 54.918 | 57.377 | 52.459 | 54.918 | 57.377 | 52.459 |
Ratio Avg Win / Avg Loss | 1.5788 | 2.1198 | 1.2128 | 1.1568 | 0.9375 | 1.4226 |
Largest Winning Trade | 115693 | 115693 | 71302 | 430369 | 393557 | 430369 |
Largest Losing Trade | -47157 | -30885 | -47157 | -743232 | -640471 | -743232 |
Avg Bars in Trades | 94 | 88 | 101 | 94 | 88 | 101 |
Avg Bars in Winners | 122 | 117 | 129 | 122 | 117 | 129 |
Avg Bars in Losers | 60 | 50 | 70 | 60 | 50 | 70 |
Bars Traded | 11584 | 5413 | 6171 | 11584 | 5413 | 6171 |
Profit Streak | 0 | 0 | 591.4829 | 0 | 0 | 591.4829 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480259 | -147505 | -268350 | -10899 | -240830 | -196053 |
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{ "first_band": { "type": "dcm", "factors": { "length": 19, "offset": 161 } }, "second_band": { "type": "kcb", "factors": { "length": 161, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 19, "offset": 161 } }, "second_band": { "type": "kcb", "factors": { "length": 161, "offset": 0, "scalar": 2 } } }
# | 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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