Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294778.5394 | 91531.3401 | 203247.1994 | 33016.9845 | -61299.0075 | 94315.992 |
Total P&L (%) | 294.7785 | 91.5313 | 203.2472 | 33.017 | -61.299 | 94.316 |
Avg Daily Profit (%) | 0.1777 | 0.0552 | 0.1225 | 0.0172 | -0.0572 | 0.0401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110595 | -82292 | -66046 | -242962 | -172006 | -149857 |
Profit Factor | 1.3981 | 1.2823 | 1.4883 | 1.0281 | 0.8815 | 1.1433 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 58.4 | 53.9683 | 62.9032 | 58.4 | 53.9683 | 62.9032 |
Ratio Avg Win / Avg Loss | 0.9959 | 1.0937 | 0.8777 | 0.7323 | 0.7519 | 0.6742 |
Largest Winning Trade | 72069 | 72069 | 54326 | 81581 | 43609 | 81581 |
Largest Losing Trade | -58953 | -39933 | -58953 | -87273 | -87273 | -85179 |
Avg Bars in Trades | 77 | 38 | 115 | 77 | 38 | 115 |
Avg Bars in Winners | 85 | 30 | 134 | 85 | 30 | 134 |
Avg Bars in Losers | 65 | 49 | 85 | 65 | 49 | 85 |
Bars Traded | 9635 | 2452 | 7183 | 9635 | 2452 | 7183 |
Profit Streak | 4.9531 | 4.9531 | 155.4531 | 4.9531 | 4.9531 | 155.4531 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324309 | -264737 | -180994 | -361447 | -726270 | -355126 |
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{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 170, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 170, "offset": 0, "scalar": 2 } } }
# | 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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