Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61007.446 | 37897.3799 | 23110.0661 | 53863.6699 | 52032.9946 | 1830.6753 |
Total P&L (%) | 61.0074 | 37.8974 | 23.1101 | 53.8637 | 52.033 | 1.8307 |
Avg Daily Profit (%) | 0.4392 | 0.2728 | 0.1664 | 0.3107 | 0.302 | 0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33621 | -28566 | -27032 | -64730 | -41278 | -53713 |
Profit Factor | 1.2625 | 1.2878 | 1.2293 | 1.1711 | 1.321 | 1.012 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Losing Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Profitability (%) | 55.1351 | 58.6957 | 51.6129 | 55.1351 | 58.6957 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.0273 | 0.9062 | 1.1525 | 0.953 | 0.9296 | 0.9487 |
Largest Winning Trade | 23292 | 23292 | 8431 | 24332 | 24332 | 13340 |
Largest Losing Trade | -18936 | -18936 | -13376 | -20692 | -19440 | -20692 |
Avg Bars in Trades | 69 | 96 | 42 | 69 | 96 | 42 |
Avg Bars in Winners | 60 | 71 | 47 | 60 | 71 | 47 |
Avg Bars in Losers | 80 | 132 | 37 | 80 | 132 | 37 |
Bars Traded | 12840 | 8886 | 3954 | 12840 | 8886 | 3954 |
Profit Streak | 0 | 127.754 | 0 | 0 | 127.754 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315848 | 136136 | 10518 | -26638 | 196038 | -552055 |
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{ "first_band": { "type": "kcl", "factors": { "length": 53, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 53, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "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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