Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855028.0324 | 808483.0683 | 46544.9641 | 134826.5709 | -8633.4706 | 143460.0416 |
Total P&L (%) | 855.028 | 808.4831 | 46.545 | 134.8266 | -8.6335 | 143.46 |
Avg Daily Profit (%) | 0.355 | 0.3357 | 0.0193 | 0.0355 | -0.0037 | 0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89601 | -104292 | -73485 | -708715 | -748033 | -274272 |
Profit Factor | 2.3609 | 3.1571 | 1.1836 | 1.0523 | 0.9945 | 1.144 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 37.3832 | 28.3019 | 46.2963 | 37.3832 | 28.3019 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.9545 | 7.9979 | 1.373 | 1.7627 | 2.5195 | 1.327 |
Largest Winning Trade | 782423 | 782423 | 63990 | 717203 | 717203 | 225919 |
Largest Losing Trade | -30303 | -30303 | -29068 | -274272 | -175793 | -274272 |
Avg Bars in Trades | 128 | 154 | 103 | 128 | 154 | 103 |
Avg Bars in Winners | 239 | 370 | 160 | 239 | 370 | 160 |
Avg Bars in Losers | 62 | 68 | 54 | 62 | 68 | 54 |
Bars Traded | 13753 | 8162 | 5591 | 13753 | 8162 | 5591 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332542 | -180364 | -368703 | -311996 | -773595 | -387192 |
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{ "first_band": { "type": "kcl", "factors": { "length": 234, "offset": 108, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 234, "offset": 108, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "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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