Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498805.9591 | 424560.5596 | 74245.3995 | 980616.2597 | 261152.3859 | 719463.8738 |
Total P&L (%) | 498.806 | 424.5606 | 74.2454 | 980.6163 | 261.1524 | 719.4639 |
Avg Daily Profit (%) | 0.2126 | 0.181 | 0.0316 | 0.1015 | 0.0548 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96154 | -66487 | -108835 | -451417 | -555287 | -299811 |
Profit Factor | 2.0463 | 2.6919 | 1.3288 | 1.3845 | 1.1485 | 1.9088 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 49.3827 | 46.3415 | 52.5 | 49.3827 | 46.3415 | 52.5 |
Ratio Avg Win / Avg Loss | 2.0975 | 3.1169 | 1.2023 | 1.4191 | 1.3298 | 1.7271 |
Largest Winning Trade | 128100 | 128100 | 56310 | 396711 | 396711 | 329144 |
Largest Losing Trade | -51642 | -41695 | -51642 | -380951 | -380951 | -153019 |
Avg Bars in Trades | 81 | 85 | 77 | 81 | 85 | 77 |
Avg Bars in Winners | 117 | 121 | 112 | 117 | 121 | 112 |
Avg Bars in Losers | 47 | 54 | 39 | 47 | 54 | 39 |
Bars Traded | 6636 | 3523 | 3114 | 6636 | 3523 | 3114 |
Profit Streak | 79.4274 | 120.4274 | 79.4274 | 79.4274 | 120.4274 | 79.4274 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3530 | 437950 | -149438 | -71596 | -177404 | -68251 |
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 61 } }, "second_band": { "type": "kcb", "factors": { "length": 224, "offset": 0, "scalar": 1 } } }
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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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