Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865055.2947 | 799657.4401 | 65397.8545 | 44646.9079 | 424629.5484 | -379982.6405 |
Total P&L (%) | 865.0553 | 799.6574 | 65.3979 | 44.6469 | 424.6295 | -379.9826 |
Avg Daily Profit (%) | 0.4664 | 0.4312 | 0.0353 | 0.0199 | 0.0894 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139360 | -118771 | -71650 | -823575 | -492452 | -427998 |
Profit Factor | 2.4654 | 3.3124 | 1.2675 | 1.0208 | 1.3973 | 0.6458 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 28 | 9 | 19 | 28 | 9 | 19 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 33.3333 | 21.4286 | 45.2381 | 33.3333 | 21.4286 | 45.2381 |
Ratio Avg Win / Avg Loss | 4.9308 | 12.1453 | 1.5343 | 2.0417 | 5.1233 | 0.7818 |
Largest Winning Trade | 833512 | 833512 | 56330 | 833512 | 833512 | 100596 |
Largest Losing Trade | -71650 | -33089 | -71650 | -413789 | -285595 | -413789 |
Avg Bars in Trades | 64 | 66 | 61 | 64 | 66 | 61 |
Avg Bars in Winners | 135 | 194 | 107 | 135 | 194 | 107 |
Avg Bars in Losers | 28 | 32 | 23 | 28 | 32 | 23 |
Bars Traded | 5402 | 2813 | 2589 | 5402 | 2813 | 2589 |
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 | 315225 | -29166 | -146910 | -370819 | -117315 | -582586 |
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{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 13, "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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