Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008245.0718 | 1006396.6096 | 1848.4622 | -54385.0343 | 203920.5169 | -258305.5512 |
Total P&L (%) | 1008.2451 | 1006.3966 | 1.8485 | -54.385 | 203.9205 | -258.3056 |
Avg Daily Profit (%) | 0.5422 | 0.5412 | 0.001 | -0.0422 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -280847 | -219393 | -104805 | -1773377 | -1141809 | -666485 |
Profit Factor | 2.5864 | 3.8558 | 1.0065 | 0.9748 | 1.1595 | 0.7058 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 45.6522 | 41.3043 | 50 | 45.6522 | 41.3043 | 50 |
Ratio Avg Win / Avg Loss | 3.0791 | 5.4793 | 1.0065 | 1.1605 | 1.6477 | 0.7058 |
Largest Winning Trade | 1160629 | 1160629 | 27493 | 1321975 | 1321975 | 377016 |
Largest Losing Trade | -57460 | -47268 | -57460 | -856932 | -856932 | -525858 |
Avg Bars in Trades | 74 | 103 | 46 | 74 | 103 | 46 |
Avg Bars in Winners | 88 | 118 | 62 | 88 | 118 | 62 |
Avg Bars in Losers | 63 | 92 | 29 | 63 | 92 | 29 |
Bars Traded | 6867 | 4749 | 2118 | 6867 | 4749 | 2118 |
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 | 520169 | 525670 | -570530 | -580556 | -160351 | -580704 |
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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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