Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198259.2215 | 73831.8196 | 124427.4018 | 282728.3209 | 74222.478 | 208505.8429 |
Total P&L (%) | 198.2592 | 73.8318 | 124.4274 | 282.7283 | 74.2225 | 208.5058 |
Avg Daily Profit (%) | 0.2145 | 0.0799 | 0.1346 | 0.1453 | 0.0601 | 0.122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52032 | -35264 | -51272 | -142451 | -123971 | -131688 |
Profit Factor | 1.5154 | 1.4203 | 1.5952 | 1.3247 | 1.1874 | 1.4394 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 45.4545 | 36.6197 | 54.1667 | 45.4545 | 36.6197 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.8184 | 2.4582 | 1.3498 | 1.5897 | 2.055 | 1.218 |
Largest Winning Trade | 44066 | 44066 | 35064 | 74604 | 74388 | 74604 |
Largest Losing Trade | -18678 | -12447 | -18678 | -59701 | -42808 | -59701 |
Avg Bars in Trades | 153 | 141 | 164 | 153 | 141 | 164 |
Avg Bars in Winners | 210 | 212 | 208 | 210 | 212 | 208 |
Avg Bars in Losers | 105 | 100 | 112 | 105 | 100 | 112 |
Bars Traded | 21926 | 10058 | 11868 | 21926 | 10058 | 11868 |
Profit Streak | 16.6391 | 0 | 40.5974 | 16.6391 | 0 | 40.5974 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339846 | -176527 | -89071 | 53469 | -218176 | -106903 |
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{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 85 } }, "second_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 117, "offset": 85 } }, "second_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 3 } } }
# | 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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