Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173047.1648 | 80759.3407 | 92287.8241 | 335546.813 | 185327.0688 | 150219.7442 |
Total P&L (%) | 173.0472 | 80.7593 | 92.2878 | 335.5468 | 185.3271 | 150.2197 |
Avg Daily Profit (%) | 0.6645 | 0.3101 | 0.3544 | 0.5666 | 0.4034 | 0.3528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38979 | -29912 | -27589 | -124206 | -91512 | -75041 |
Profit Factor | 1.5137 | 1.4281 | 1.6228 | 1.3698 | 1.37 | 1.3695 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Profitability (%) | 52.3649 | 52.027 | 52.7027 | 52.3649 | 52.027 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.377 | 1.3168 | 1.4564 | 1.246 | 1.2632 | 1.2291 |
Largest Winning Trade | 24106 | 24106 | 14154 | 46000 | 45162 | 46000 |
Largest Losing Trade | -11010 | -11010 | -9197 | -45250 | -45250 | -23876 |
Avg Bars in Trades | 83 | 85 | 81 | 83 | 85 | 81 |
Avg Bars in Winners | 87 | 85 | 89 | 87 | 85 | 89 |
Avg Bars in Losers | 78 | 84 | 71 | 78 | 84 | 71 |
Bars Traded | 24629 | 12606 | 12023 | 24629 | 12606 | 12023 |
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 | 483852 | 292814 | 348994 | 422061 | 308735 | 296221 |
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 141, "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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