Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170812.6577 | 134488.3804 | 36324.2773 | 124019.4015 | 49986.512 | 74032.8895 |
Total P&L (%) | 170.8127 | 134.4884 | 36.3243 | 124.0194 | 49.9865 | 74.0329 |
Avg Daily Profit (%) | 0.328 | 0.2582 | 0.0697 | 0.155 | 0.0779 | 0.1064 |
Buy And Hold Return (%) | 24.4411 | 24.4411 | 24.4411 | 24.4411 | 24.4411 | 24.4411 |
Max Trade Drawdown | -74964 | -66493 | -48545 | -144208 | -126441 | -47173 |
Profit Factor | 1.4831 | 1.6603 | 1.2423 | 1.2439 | 1.1707 | 1.3432 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Profitability (%) | 42.2857 | 42.5287 | 42.0455 | 42.2857 | 42.5287 | 42.0455 |
Ratio Avg Win / Avg Loss | 2.0242 | 2.2437 | 1.7123 | 1.6977 | 1.582 | 1.8515 |
Largest Winning Trade | 142333 | 142333 | 24888 | 99067 | 99067 | 42279 |
Largest Losing Trade | -16917 | -16917 | -12264 | -34486 | -34486 | -30334 |
Avg Bars in Trades | 140 | 181 | 98 | 140 | 181 | 98 |
Avg Bars in Winners | 186 | 243 | 128 | 186 | 243 | 128 |
Avg Bars in Losers | 106 | 136 | 77 | 106 | 136 | 77 |
Bars Traded | 24513 | 15821 | 8692 | 24513 | 15821 | 8692 |
Profit Streak | 4.7273 | 0 | 4.7689 | 4.7273 | 0 | 4.7689 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317852 | 232894 | -116971 | 166054 | -131022 | -55993 |
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } } }
# | 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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