Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180586.7571 | 132897.2184 | 47689.5388 | 164923.7334 | 245280.7544 | -80357.021 |
Total P&L (%) | 180.5868 | 132.8972 | 47.6895 | 164.9237 | 245.2808 | -80.357 |
Avg Daily Profit (%) | 2.0803 | 1.5309 | 0.5494 | 1.1286 | 1.4377 | -1.8573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45102 | -8206 | -42280 | -180340 | -10537 | -171690 |
Profit Factor | 2.3753 | 5.568 | 1.4666 | 1.5939 | 7.4879 | 0.665 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 40.1869 | 40.7407 | 39.6226 | 40.1869 | 40.7407 | 39.6226 |
Ratio Avg Win / Avg Loss | 3.5353 | 8.099 | 2.2348 | 2.3724 | 10.8916 | 1.0133 |
Largest Winning Trade | 138070 | 138070 | 77347 | 257906 | 257906 | 81467 |
Largest Losing Trade | -30909 | -2578 | -30909 | -137455 | -7208 | -137455 |
Avg Bars in Trades | 229 | 49 | 412 | 229 | 49 | 412 |
Avg Bars in Winners | 383 | 58 | 723 | 383 | 58 | 723 |
Avg Bars in Losers | 125 | 43 | 208 | 125 | 43 | 208 |
Bars Traded | 24522 | 2671 | 21851 | 24522 | 2671 | 21851 |
Profit Streak | 0.801 | 1.0857 | 0 | 0.801 | 1.0857 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351011 | -166609 | -174756 | 266079 | -166651 | -765148 |
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{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 77, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 77, "offset": 0, "scalar": 5 } } }
# | 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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