Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534856.6645 | 127759.5838 | 407097.0808 | -3498054.8497 | 2045978.3538 | -5544033.2035 |
Total P&L (%) | 534.8567 | 127.7596 | 407.0971 | -3498.0549 | 2045.9784 | -5544.0332 |
Avg Daily Profit (%) | 0.3509 | 0.0838 | 0.2671 | 0 | 0.2014 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115874 | -86307 | -111754 | -11530383 | -997200 | -11370738 |
Profit Factor | 2.7316 | 1.782 | 3.7981 | 0.7699 | 1.6577 | 0.5414 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 93 | 42 | 51 | 62 | 32 | 30 |
Losing Trades | 26 | 18 | 8 | 57 | 28 | 29 |
Profitability (%) | 78.1513 | 70 | 86.4407 | 52.1008 | 53.3333 | 50.8475 |
Ratio Avg Win / Avg Loss | 0.7637 | 0.7637 | 0.5958 | 0.7078 | 1.4505 | 0.5233 |
Largest Winning Trade | 38880 | 38880 | 29680 | 893070 | 709972 | 893070 |
Largest Losing Trade | -111554 | -35555 | -111554 | -8846445 | -849214 | -8846445 |
Avg Bars in Trades | 44 | 27 | 60 | 44 | 27 | 60 |
Avg Bars in Winners | 28 | 14 | 39 | 42 | 31 | 54 |
Avg Bars in Losers | 101 | 58 | 197 | 45 | 23 | 67 |
Bars Traded | 5245 | 1650 | 3595 | 5245 | 1650 | 3595 |
Profit Streak | 92.0136 | 92.0136 | 215.0136 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 632706 | -245355 | -158303 | -580189 | -158392 | -757348 |
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{ "first_band": { "type": "dcm", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 4 } } }
# | 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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