Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522049.822 | 434040.7565 | 88009.0656 | 610808.4704 | 222320.3329 | 388488.1375 |
Total P&L (%) | 522.0498 | 434.0408 | 88.0091 | 610.8085 | 222.3203 | 388.4881 |
Avg Daily Profit (%) | 0.2788 | 0.2318 | 0.047 | 0.1048 | 0.0625 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83315 | -40501 | -91481 | -522553 | -393008 | -220170 |
Profit Factor | 2.39 | 3.424 | 1.4479 | 1.3259 | 1.2144 | 1.4639 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 41.2698 | 37.5 | 45.1613 | 41.2698 | 37.5 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.4012 | 5.7067 | 1.7581 | 1.8869 | 2.0241 | 1.7776 |
Largest Winning Trade | 371536 | 371536 | 61048 | 383377 | 383377 | 298083 |
Largest Losing Trade | -35486 | -27762 | -35486 | -202361 | -154828 | -202361 |
Avg Bars in Trades | 85 | 65 | 105 | 85 | 65 | 105 |
Avg Bars in Winners | 157 | 117 | 192 | 157 | 117 | 192 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 5372 | 2109 | 3263 | 5372 | 2109 | 3263 |
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 | -141408 | 343724 | -129956 | -205971 | -113655 | -79530 |
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{ "first_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 12, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 12, "offset": 0, "scalar": 1 } } }
# | 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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