Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131837.2192 | 61871.3473 | 69965.8719 | 92868.7158 | 102400.4096 | -9531.6938 |
Total P&L (%) | 131.8372 | 61.8713 | 69.9659 | 92.8687 | 102.4004 | -9.5317 |
Avg Daily Profit (%) | 0.2531 | 0.1188 | 0.1343 | 0.1262 | 0.1355 | -0.0192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88704 | -12245 | -95041 | -165241 | -15607 | -187421 |
Profit Factor | 1.5471 | 2.2267 | 1.3672 | 1.2234 | 2.4612 | 0.9724 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 58.2609 | 62.069 | 54.386 | 58.2609 | 62.069 | 54.386 |
Ratio Avg Win / Avg Loss | 1.1083 | 1.3607 | 1.1467 | 0.8765 | 1.5041 | 0.8156 |
Largest Winning Trade | 34363 | 11251 | 34363 | 39773 | 18024 | 39773 |
Largest Losing Trade | -62365 | -8461 | -62365 | -138578 | -10698 | -138578 |
Avg Bars in Trades | 175 | 29 | 324 | 175 | 29 | 324 |
Avg Bars in Winners | 221 | 26 | 447 | 221 | 26 | 447 |
Avg Bars in Losers | 111 | 34 | 177 | 111 | 34 | 177 |
Bars Traded | 20215 | 1733 | 18482 | 20215 | 1733 | 18482 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377144 | -210611 | -193256 | -25791 | -186275 | -760833 |
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{ "first_band": { "type": "dcm", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 230, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 230, "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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