Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6049812.5234 | 5914784.2539 | 135028.2696 | 12445420.8013 | 782550.1396 | 11662870.6617 |
Total P&L (%) | 6049.8125 | 5914.7843 | 135.0283 | 12445.4208 | 782.5501 | 11662.8707 |
Avg Daily Profit (%) | 2.7286 | 2.6677 | 0.0609 | 0.2182 | 0.0983 | 0.2153 |
Buy And Hold Return (%) | 612.4415 | 612.4415 | 612.4415 | 612.4415 | 612.4415 | 612.4415 |
Max Trade Drawdown | -73080 | -76960 | -54713 | -15034882 | -16664320 | -3155556 |
Profit Factor | 8.2859 | 12.4303 | 1.4316 | 1.2096 | 1.0182 | 1.7145 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 49.763 | 48.5714 | 50.9434 | 49.763 | 48.5714 | 50.9434 |
Ratio Avg Win / Avg Loss | 8.3648 | 13.1615 | 1.3785 | 1.2211 | 1.0781 | 1.651 |
Largest Winning Trade | 5761065 | 5761065 | 35985 | 7391534 | 7391534 | 3071532 |
Largest Losing Trade | -35148 | -35148 | -22059 | -7730209 | -7730209 | -1967511 |
Avg Bars in Trades | 61 | 99 | 23 | 61 | 99 | 23 |
Avg Bars in Winners | 79 | 132 | 29 | 79 | 132 | 29 |
Avg Bars in Losers | 43 | 67 | 17 | 43 | 67 | 17 |
Bars Traded | 12910 | 10411 | 2499 | 12910 | 10411 | 2499 |
Profit Streak | 0 | 100.1702 | 0 | 0 | 100.1702 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 877705 | 829642 | -276366 | 314529 | -341532 | 415638 |
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{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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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