Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831781.6636 | 672279.0545 | 159502.609 | 2197482.8814 | 3011851.652 | -814368.7706 |
Total P&L (%) | 831.7817 | 672.2791 | 159.5026 | 2197.4829 | 3011.8517 | -814.3688 |
Avg Daily Profit (%) | 0.3443 | 0.2783 | 0.066 | 0.1298 | 0.1424 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93507 | -92981 | -92347 | -3109839 | -1548611 | -3118595 |
Profit Factor | 1.8377 | 2.3184 | 1.3302 | 1.117 | 1.3266 | 0.9148 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 46.9512 | 43.9024 | 50 | 46.9512 | 43.9024 | 50 |
Ratio Avg Win / Avg Loss | 2.0764 | 2.9624 | 1.3302 | 1.262 | 1.6951 | 0.9148 |
Largest Winning Trade | 193565 | 193565 | 75928 | 1512968 | 1512968 | 1005698 |
Largest Losing Trade | -58802 | -41602 | -58802 | -1974050 | -861546 | -1974050 |
Avg Bars in Trades | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Winners | 78 | 65 | 89 | 78 | 65 | 89 |
Avg Bars in Losers | 39 | 31 | 47 | 39 | 31 | 47 |
Bars Traded | 9424 | 3781 | 5643 | 9424 | 3781 | 5643 |
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 | 447544 | 226516 | -108961 | -111448 | -7982 | -585236 |
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{ "first_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 27, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 27, "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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