Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499270.4159 | 1647022.6894 | -147752.2736 | -79695.0593 | -65565.3796 | -14129.6796 |
Total P&L (%) | 1499.2704 | 1647.0227 | -147.7523 | -79.6951 | -65.5654 | -14.1297 |
Avg Daily Profit (%) | 0.8375 | 0.92 | -0.0825 | -0.089 | -0.0595 | -0.0085 |
Buy And Hold Return (%) | 254.8852 | 254.8852 | 254.8852 | 254.8852 | 254.8852 | 254.8852 |
Max Trade Drawdown | -302437 | -284263 | -185113 | -950828 | -1137093 | -328405 |
Profit Factor | 2.2386 | 3.4146 | 0.7203 | 0.9676 | 0.9569 | 0.985 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 173 | 90 | 83 | 173 | 90 | 83 |
Profitability (%) | 33.9695 | 31.2977 | 36.6412 | 33.9695 | 31.2977 | 36.6412 |
Ratio Avg Win / Avg Loss | 4.3515 | 7.4956 | 1.2456 | 1.8809 | 2.1005 | 1.7031 |
Largest Winning Trade | 1651792 | 1651792 | 55678 | 485806 | 485806 | 347106 |
Largest Losing Trade | -40436 | -30867 | -40436 | -207375 | -179376 | -207375 |
Avg Bars in Trades | 79 | 97 | 60 | 79 | 97 | 60 |
Avg Bars in Winners | 138 | 160 | 119 | 138 | 160 | 119 |
Avg Bars in Losers | 48 | 69 | 26 | 48 | 69 | 26 |
Bars Traded | 20787 | 12831 | 7956 | 20787 | 12831 | 7956 |
Profit Streak | 0 | 0 | 38.5311 | 0 | 0 | 38.5311 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426619 | 430624 | -583967 | -582863 | -585480 | -582856 |
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{ "first_band": { "type": "kcl", "factors": { "length": 146, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "offset": 0 } } }
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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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