Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062944.9233 | 1216334.2088 | -153389.2854 | -71289.7638 | 418294.3968 | -489584.1606 |
Total P&L (%) | 1062.9449 | 1216.3342 | -153.3893 | -71.2898 | 418.2944 | -489.5842 |
Avg Daily Profit (%) | 0.5757 | 0.6588 | -0.0831 | -0.0676 | 0.0892 | 0 |
Buy And Hold Return (%) | 412.5399 | 412.5399 | 412.5399 | 412.5399 | 412.5399 | 412.5399 |
Max Trade Drawdown | -337949 | -177686 | -187868 | -1300248 | -974552 | -753562 |
Profit Factor | 1.6542 | 2.1994 | 0.7488 | 0.9903 | 1.0907 | 0.8215 |
Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
Winning Trades | 202 | 94 | 108 | 202 | 94 | 108 |
Losing Trades | 292 | 153 | 139 | 292 | 153 | 139 |
Profitability (%) | 40.8907 | 38.0567 | 43.7247 | 40.8907 | 38.0567 | 43.7247 |
Ratio Avg Win / Avg Loss | 2.3913 | 3.5798 | 0.9637 | 1.4315 | 1.7753 | 1.0573 |
Largest Winning Trade | 906192 | 906192 | 32279 | 1003896 | 1003896 | 136347 |
Largest Losing Trade | -36308 | -36308 | -21431 | -285066 | -285066 | -111518 |
Avg Bars in Trades | 44 | 69 | 19 | 44 | 69 | 19 |
Avg Bars in Winners | 60 | 103 | 23 | 60 | 103 | 23 |
Avg Bars in Losers | 33 | 48 | 16 | 33 | 48 | 16 |
Bars Traded | 21959 | 17104 | 4855 | 21959 | 17104 | 4855 |
Profit Streak | 0 | 0 | 10.9906 | 0 | 0 | 10.9906 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357610 | 326860 | -581109 | -580072 | -358937 | -579443 |
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{ "first_band": { "type": "kcl", "factors": { "length": 80, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 80, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "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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