Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155217.1072 | 85032.981 | 70184.1261 | 253654.1025 | 196076.185 | 57577.9175 |
Total P&L (%) | 155.2171 | 85.033 | 70.1841 | 253.6541 | 196.0762 | 57.5779 |
Avg Daily Profit (%) | 0.596 | 0.3265 | 0.2695 | 0.4862 | 0.4177 | 0.1748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51405 | -9149 | -51624 | -201233 | -28632 | -196405 |
Profit Factor | 1.7049 | 2.197 | 1.4705 | 1.3727 | 1.9234 | 1.123 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 92 | 56 | 36 | 92 | 56 | 36 |
Losing Trades | 91 | 36 | 55 | 91 | 36 | 55 |
Profitability (%) | 50.2732 | 60.8696 | 39.5604 | 50.2732 | 60.8696 | 39.5604 |
Ratio Avg Win / Avg Loss | 1.6863 | 1.4123 | 2.2466 | 1.3578 | 1.2365 | 1.7156 |
Largest Winning Trade | 33663 | 10246 | 33663 | 78381 | 26552 | 78381 |
Largest Losing Trade | -25853 | -6400 | -25853 | -94962 | -20335 | -94962 |
Avg Bars in Trades | 133 | 33 | 233 | 133 | 33 | 233 |
Avg Bars in Winners | 167 | 34 | 375 | 167 | 34 | 375 |
Avg Bars in Losers | 98 | 32 | 141 | 98 | 32 | 141 |
Bars Traded | 24372 | 3091 | 21281 | 24372 | 3091 | 21281 |
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 | 498054 | 413161 | 168683 | 366972 | 422203 | -83353 |
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "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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