Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130808.2198 | 73196.5997 | 57611.62 | 150605.7487 | 92506.3266 | 58099.4222 |
Total P&L (%) | 130.8082 | 73.1966 | 57.6116 | 150.6057 | 92.5063 | 58.0994 |
Avg Daily Profit (%) | 0.5023 | 0.2811 | 0.2212 | 0.3534 | 0.2518 | 0.176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41732 | -41339 | -30594 | -52690 | -45632 | -63596 |
Profit Factor | 1.3155 | 1.3863 | 1.2559 | 1.2286 | 1.3193 | 1.1575 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 128 | 60 | 68 | 128 | 60 | 68 |
Losing Trades | 160 | 84 | 76 | 160 | 84 | 76 |
Profitability (%) | 44.4444 | 41.6667 | 47.2222 | 44.4444 | 41.6667 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.6444 | 1.9409 | 1.4036 | 1.5358 | 1.847 | 1.2936 |
Largest Winning Trade | 34196 | 34196 | 32605 | 39022 | 39022 | 28764 |
Largest Losing Trade | -14426 | -9656 | -14426 | -23820 | -13209 | -23820 |
Avg Bars in Trades | 85 | 78 | 93 | 85 | 78 | 93 |
Avg Bars in Winners | 128 | 120 | 136 | 128 | 120 | 136 |
Avg Bars in Losers | 51 | 49 | 54 | 51 | 49 | 54 |
Bars Traded | 24751 | 11356 | 13395 | 24751 | 11356 | 13395 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340016 | 188193 | 149127 | 275090 | 164439 | -43356 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 37, "offset": 230, "scalar": 5 } } }
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# | 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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