Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336155.0924 | 383458.7434 | -47303.6511 | -10309.9302 | 34173.2688 | -44483.199 |
Total P&L (%) | 336.1551 | 383.4587 | -47.3037 | -10.3099 | 34.1733 | -44.4832 |
Avg Daily Profit (%) | 0.6454 | 0.7362 | -0.0908 | -0.0209 | 0.0565 | -0.1129 |
Buy And Hold Return (%) | 106.9927 | 106.9927 | 106.9927 | 106.9927 | 106.9927 | 106.9927 |
Max Trade Drawdown | -109275 | -77028 | -50304 | -166997 | -132160 | -47483 |
Profit Factor | 2.4051 | 3.1595 | 0.2329 | 0.9615 | 1.1633 | 0.2429 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 30.5085 | 34.4828 | 26.6667 | 30.5085 | 34.4828 | 26.6667 |
Ratio Avg Win / Avg Loss | 5.4783 | 6.003 | 0.6406 | 2.1901 | 2.2103 | 0.6679 |
Largest Winning Trade | 496480 | 496480 | 3927 | 195097 | 195097 | 3000 |
Largest Losing Trade | -35538 | -35538 | -7393 | -84317 | -84317 | -8200 |
Avg Bars in Trades | 386 | 749 | 35 | 386 | 749 | 35 |
Avg Bars in Winners | 608 | 1042 | 66 | 608 | 1042 | 66 |
Avg Bars in Losers | 288 | 595 | 23 | 288 | 595 | 23 |
Bars Traded | 22800 | 21742 | 1058 | 22800 | 21742 | 1058 |
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 | -174901 | 323705 | -603585 | -765926 | -329726 | -603585 |
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{ "first_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "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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