Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156292.3662 | 110118.013 | 46174.3533 | 177175.4398 | 105836.4279 | 71339.0119 |
Total P&L (%) | 156.2924 | 110.118 | 46.1744 | 177.1754 | 105.8364 | 71.339 |
Avg Daily Profit (%) | 0.6002 | 0.4228 | 0.1773 | 0.3922 | 0.2776 | 0.207 |
Buy And Hold Return (%) | 40.0191 | 40.0191 | 40.0191 | 40.0191 | 40.0191 | 40.0191 |
Max Trade Drawdown | -69843 | -36273 | -69044 | -73861 | -27268 | -69830 |
Profit Factor | 1.377 | 1.6236 | 1.194 | 1.4231 | 1.6134 | 1.2897 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Profitability (%) | 40.7407 | 40 | 41.4815 | 40.7407 | 40 | 41.4815 |
Ratio Avg Win / Avg Loss | 2.0029 | 2.4353 | 1.6844 | 2.0699 | 2.4201 | 1.8194 |
Largest Winning Trade | 51929 | 36997 | 51929 | 94738 | 23595 | 94738 |
Largest Losing Trade | -21145 | -8496 | -21145 | -28778 | -8613 | -28778 |
Avg Bars in Trades | 91 | 87 | 96 | 91 | 87 | 96 |
Avg Bars in Winners | 144 | 136 | 152 | 144 | 136 | 152 |
Avg Bars in Losers | 55 | 54 | 55 | 55 | 54 | 55 |
Bars Traded | 24742 | 11769 | 12973 | 24742 | 11769 | 12973 |
Profit Streak | 4.8439 | 11.5523 | 4.8439 | 4.8439 | 11.5523 | 4.8439 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300352 | 192950 | -120381 | 263224 | 144129 | -3392 |
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 26, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 26, "offset": 0, "scalar": 2 } } }
# | 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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