Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628577.1858 | 543731.0854 | 84846.1004 | -41305.764 | -79763.6212 | 38457.8572 |
Total P&L (%) | 628.5772 | 543.7311 | 84.8461 | -41.3058 | -79.7636 | 38.4579 |
Avg Daily Profit (%) | 0.3322 | 0.2874 | 0.0448 | -0.0282 | -0.0844 | 0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219805 | -179309 | -45358 | -470781 | -380694 | -107098 |
Profit Factor | 1.8616 | 1.9935 | 1.4654 | 0.9634 | 0.9105 | 1.1612 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 50 | 50.8475 | 49.1525 | 50 | 50.8475 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.8616 | 1.9271 | 1.5159 | 0.9634 | 0.8801 | 1.2012 |
Largest Winning Trade | 691696 | 691696 | 34528 | 316637 | 316637 | 80233 |
Largest Losing Trade | -45055 | -45055 | -20849 | -176402 | -176402 | -44852 |
Avg Bars in Trades | 92 | 158 | 26 | 92 | 158 | 26 |
Avg Bars in Winners | 112 | 186 | 34 | 112 | 186 | 34 |
Avg Bars in Losers | 72 | 129 | 17 | 72 | 129 | 17 |
Bars Traded | 10913 | 9367 | 1546 | 10913 | 9367 | 1546 |
Profit Streak | 170.9737 | 172.4737 | 0 | 170.9737 | 172.4737 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489436 | -163416 | -307544 | -579883 | -756766 | -392210 |
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{ "first_band": { "type": "kcl", "factors": { "length": 138, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 138, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "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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