Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8324623.583 | 8377226.5837 | -52603.0007 | 224169.689 | 691871.7973 | -467702.1083 |
Total P&L (%) | 8324.6236 | 8377.2266 | -52.603 | 224.1697 | 691.8718 | -467.7021 |
Avg Daily Profit (%) | 3.5147 | 3.5369 | -0.0222 | 0.0497 | 0.0874 | 0 |
Buy And Hold Return (%) | 566.6667 | 566.6667 | 566.6667 | 566.6667 | 566.6667 | 566.6667 |
Max Trade Drawdown | -225341 | -193762 | -95914 | -3721055 | -2964649 | -971824 |
Profit Factor | 17.5823 | 24.5936 | 0.642 | 1.047 | 1.193 | 0.6063 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 40.8451 | 45.7143 | 36.1111 | 40.8451 | 45.7143 | 36.1111 |
Ratio Avg Win / Avg Loss | 25.464 | 29.2049 | 1.1359 | 1.5163 | 1.4166 | 1.0728 |
Largest Winning Trade | 8492269 | 8492269 | 26351 | 3555021 | 3555021 | 227094 |
Largest Losing Trade | -61795 | -61795 | -24114 | -1032015 | -1032015 | -845041 |
Avg Bars in Trades | 178 | 333 | 28 | 178 | 333 | 28 |
Avg Bars in Winners | 224 | 376 | 37 | 224 | 376 | 37 |
Avg Bars in Losers | 147 | 297 | 23 | 147 | 297 | 23 |
Bars Traded | 12695 | 11667 | 1028 | 12695 | 11667 | 1028 |
Profit Streak | 0 | 165.7193 | 0 | 0 | 165.7193 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70787 | 840976 | -584236 | -554959 | -181875 | -584236 |
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{ "first_band": { "type": "kcl", "factors": { "length": 242, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 242, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "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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