Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263249.692 | 252135.788 | 11113.904 | 107104.3435 | 78504.2403 | 28600.1032 |
Total P&L (%) | 263.2497 | 252.1358 | 11.1139 | 107.1043 | 78.5042 | 28.6001 |
Avg Daily Profit (%) | 0.5054 | 0.4841 | 0.0213 | 0.1399 | 0.1113 | 0.0483 |
Buy And Hold Return (%) | 77.4157 | 77.4157 | 77.4157 | 77.4157 | 77.4157 | 77.4157 |
Max Trade Drawdown | -77720 | -77649 | -15672 | -151888 | -157769 | -18806 |
Profit Factor | 1.6124 | 1.7389 | 1.1254 | 1.1752 | 1.155 | 1.2735 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 50.2041 | 48.3607 | 52.0325 | 50.2041 | 48.3607 | 52.0325 |
Ratio Avg Win / Avg Loss | 1.5993 | 1.8568 | 1.0375 | 1.1657 | 1.2333 | 1.174 |
Largest Winning Trade | 249415 | 249415 | 6964 | 142385 | 142385 | 13891 |
Largest Losing Trade | -34456 | -34456 | -5292 | -74743 | -74743 | -7077 |
Avg Bars in Trades | 101 | 192 | 10 | 101 | 192 | 10 |
Avg Bars in Winners | 94 | 187 | 9 | 94 | 187 | 9 |
Avg Bars in Losers | 107 | 198 | 10 | 107 | 198 | 10 |
Bars Traded | 24782 | 23542 | 1240 | 24782 | 23542 | 1240 |
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 | 405660 | 324948 | -412975 | -79786 | -257305 | -294507 |
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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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