Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96711.2782 | 55840.2045 | 40871.0736 | 104088.0876 | 60289.1795 | 43798.9081 |
Total P&L (%) | 96.7113 | 55.8402 | 40.8711 | 104.0881 | 60.2892 | 43.7989 |
Avg Daily Profit (%) | 0.3714 | 0.2144 | 0.1569 | 0.2743 | 0.1813 | 0.1396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39992 | -30224 | -42419 | -95890 | -73155 | -84800 |
Profit Factor | 1.2373 | 1.2831 | 1.1944 | 1.1342 | 1.1601 | 1.1097 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 171 | 90 | 81 | 171 | 90 | 81 |
Losing Trades | 160 | 76 | 84 | 160 | 76 | 84 |
Profitability (%) | 51.6616 | 54.2169 | 49.0909 | 51.6616 | 54.2169 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.1577 | 1.0835 | 1.2386 | 1.0612 | 0.9797 | 1.1508 |
Largest Winning Trade | 23269 | 23269 | 13981 | 24408 | 24408 | 23966 |
Largest Losing Trade | -16533 | -16533 | -10318 | -30674 | -30674 | -19139 |
Avg Bars in Trades | 74 | 75 | 72 | 74 | 75 | 72 |
Avg Bars in Winners | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Losers | 79 | 84 | 74 | 79 | 84 | 74 |
Bars Traded | 24534 | 12591 | 11942 | 24534 | 12591 | 11942 |
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 | 336143 | 224861 | -3024 | -64150 | -39767 | -109919 |
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 4 } } }
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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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