Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85254.6787 | 20073.4387 | 65181.24 | 71533.1518 | 11406.7977 | 60126.3541 |
Total P&L (%) | 85.2547 | 20.0734 | 65.1812 | 71.5332 | 11.4068 | 60.1264 |
Avg Daily Profit (%) | 0.3274 | 0.0771 | 0.2503 | 0.2074 | 0.0415 | 0.1809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62754 | -27164 | -47035 | -156287 | -64024 | -121388 |
Profit Factor | 1.3166 | 1.2029 | 1.3826 | 1.1183 | 1.0506 | 1.1585 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Losing Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Profitability (%) | 47.0968 | 51.2821 | 42.8571 | 47.0968 | 51.2821 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.4789 | 1.1428 | 1.8435 | 1.2562 | 0.9981 | 1.5447 |
Largest Winning Trade | 32015 | 20854 | 32015 | 52928 | 43155 | 52928 |
Largest Losing Trade | -14304 | -8363 | -14304 | -32865 | -17412 | -32865 |
Avg Bars in Trades | 155 | 55 | 255 | 155 | 55 | 255 |
Avg Bars in Winners | 200 | 50 | 382 | 200 | 50 | 382 |
Avg Bars in Losers | 115 | 61 | 160 | 115 | 61 | 160 |
Bars Traded | 24056 | 4362 | 19694 | 24056 | 4362 | 19694 |
Profit Streak | 6.026 | 6.026 | 6.6927 | 6.026 | 6.026 | 6.6927 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300679 | -132371 | -36014 | -83266 | -461013 | -83709 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 3 } } }
# | 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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