Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705515.6192 | 718307.5669 | -12791.9477 | 57754.6062 | 165701.6181 | -107947.012 |
Total P&L (%) | 705.5156 | 718.3076 | -12.7919 | 57.7546 | 165.7016 | -107.947 |
Avg Daily Profit (%) | 0.3386 | 0.3448 | -0.0061 | 0.0219 | 0.0469 | 0 |
Buy And Hold Return (%) | 58.3736 | 58.3736 | 58.3736 | 58.3736 | 58.3736 | 58.3736 |
Max Trade Drawdown | -129497 | -89186 | -58222 | -412473 | -280931 | -157183 |
Profit Factor | 2.1675 | 2.6985 | 0.9295 | 1.0433 | 1.1767 | 0.7266 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 109 | 61 | 48 | 109 | 61 | 48 |
Profitability (%) | 35.503 | 27.381 | 43.5294 | 35.503 | 27.381 | 43.5294 |
Ratio Avg Win / Avg Loss | 3.9375 | 7.1568 | 1.2058 | 1.8954 | 3.1209 | 0.9426 |
Largest Winning Trade | 761013 | 761013 | 23686 | 455141 | 455141 | 30324 |
Largest Losing Trade | -31524 | -31524 | -11633 | -118508 | -118508 | -31079 |
Avg Bars in Trades | 145 | 262 | 29 | 145 | 262 | 29 |
Avg Bars in Winners | 285 | 660 | 52 | 285 | 660 | 52 |
Avg Bars in Losers | 68 | 112 | 12 | 68 | 112 | 12 |
Bars Traded | 24605 | 22065 | 2540 | 24605 | 22065 | 2540 |
Profit Streak | 102.509 | 103.8423 | 102.509 | 102.509 | 103.8423 | 102.509 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343865 | -4666 | -581115 | -504934 | -177607 | -582782 |
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{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "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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