Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92834.2115 | 54354.8354 | 38479.3761 | 107885.992 | 74773.5749 | 33112.417 |
Total P&L (%) | 92.8342 | 54.3548 | 38.4794 | 107.886 | 74.7736 | 33.1124 |
Avg Daily Profit (%) | 0.6683 | 0.3913 | 0.277 | 0.5282 | 0.4027 | 0.2061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28930 | -26333 | -28782 | -43437 | -23342 | -49936 |
Profit Factor | 1.3735 | 1.4768 | 1.286 | 1.3403 | 1.5809 | 1.1758 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 58.3784 | 58.6957 | 58.0645 | 58.3784 | 58.6957 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.9793 | 1.0392 | 0.9288 | 0.9556 | 1.1125 | 0.8492 |
Largest Winning Trade | 21867 | 21867 | 9380 | 21083 | 21083 | 14445 |
Largest Losing Trade | -18672 | -14228 | -18672 | -20170 | -12459 | -20170 |
Avg Bars in Trades | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Winners | 57 | 56 | 59 | 57 | 56 | 59 |
Avg Bars in Losers | 85 | 91 | 79 | 85 | 91 | 79 |
Bars Traded | 12831 | 6507 | 6324 | 12831 | 6507 | 6324 |
Profit Streak | 133.3048 | 0 | 133.3673 | 133.3048 | 0 | 133.3673 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407964 | 302932 | 136099 | 357549 | 366903 | -24423 |
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{ "first_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 167, "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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