Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117398.6191 | 49304.819 | 68093.8002 | 133051.1651 | 45605.1552 | 87446.0099 |
Total P&L (%) | 117.3986 | 49.3048 | 68.0938 | 133.0512 | 45.6052 | 87.446 |
Avg Daily Profit (%) | 0.4508 | 0.1893 | 0.2615 | 0.3254 | 0.1444 | 0.2416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75364 | -49492 | -52359 | -83983 | -59776 | -47393 |
Profit Factor | 1.272 | 1.2356 | 1.3063 | 1.2502 | 1.1791 | 1.3155 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 180 | 92 | 88 | 180 | 92 | 88 |
Losing Trades | 143 | 69 | 74 | 143 | 69 | 74 |
Profitability (%) | 55.7276 | 57.1429 | 54.321 | 55.7276 | 57.1429 | 54.321 |
Ratio Avg Win / Avg Loss | 1.0106 | 0.9267 | 1.0985 | 0.9932 | 0.8844 | 1.1062 |
Largest Winning Trade | 14834 | 14180 | 14834 | 30901 | 16697 | 30901 |
Largest Losing Trade | -24502 | -15379 | -24502 | -28278 | -28278 | -23691 |
Avg Bars in Trades | 76 | 72 | 79 | 76 | 72 | 79 |
Avg Bars in Winners | 68 | 60 | 76 | 68 | 60 | 76 |
Avg Bars in Losers | 86 | 89 | 84 | 86 | 89 | 84 |
Bars Traded | 24661 | 11726 | 12935 | 24661 | 11726 | 12935 |
Profit Streak | 3.9248 | 4.7269 | 3.9248 | 3.9248 | 4.7269 | 3.9248 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408486 | 176500 | 279723 | 305107 | -26408 | 280182 |
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{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 245, "offset": 0, "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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