Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297895.9607 | 207957.1341 | 89938.8265 | 390396.2177 | 187828.6879 | 202567.5298 |
Total P&L (%) | 297.896 | 207.9571 | 89.9388 | 390.3962 | 187.8287 | 202.5675 |
Avg Daily Profit (%) | 0.286 | 0.1996 | 0.0863 | 0.1528 | 0.1015 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168711 | -147790 | -39382 | -1568593 | -1176551 | -463279 |
Profit Factor | 1.3846 | 1.4196 | 1.3225 | 1.0933 | 1.0694 | 1.1371 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 213 | 103 | 110 | 213 | 103 | 110 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 59.6639 | 57.8652 | 61.4525 | 59.6639 | 57.8652 | 61.4525 |
Ratio Avg Win / Avg Loss | 0.9361 | 1.0337 | 0.8296 | 0.7391 | 0.7787 | 0.7133 |
Largest Winning Trade | 60750 | 60750 | 17924 | 242486 | 242486 | 83879 |
Largest Losing Trade | -46018 | -46018 | -14715 | -468951 | -468951 | -189363 |
Avg Bars in Trades | 67 | 110 | 24 | 67 | 110 | 24 |
Avg Bars in Winners | 38 | 56 | 21 | 38 | 56 | 21 |
Avg Bars in Losers | 110 | 185 | 29 | 110 | 185 | 29 |
Bars Traded | 24104 | 19733 | 4371 | 24104 | 19733 | 4371 |
Profit Streak | 0 | 5.8902 | 0 | 0 | 5.8902 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374742 | 411033 | -76986 | -109239 | -200310 | -120257 |
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{ "first_band": { "type": "kcl", "factors": { "length": 26, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } } }
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# | 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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