Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335389.2227 | 293379.8513 | 42009.3715 | 1653800.6877 | 894420.8056 | 759379.8821 |
Total P&L (%) | 335.3892 | 293.3799 | 42.0094 | 1653.8007 | 894.4208 | 759.3799 |
Avg Daily Profit (%) | 0.2702 | 0.2364 | 0.0338 | 0.231 | 0.1852 | 0.1734 |
Buy And Hold Return (%) | 12.3115 | 12.3115 | 12.3115 | 12.3115 | 12.3115 | 12.3115 |
Max Trade Drawdown | -158004 | -53325 | -194534 | -559336 | -559336 | -360898 |
Profit Factor | 1.5729 | 2.6671 | 1.1026 | 2.0052 | 2.1465 | 1.8778 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 100 | 49 | 51 | 92 | 46 | 46 |
Losing Trades | 27 | 14 | 13 | 35 | 17 | 18 |
Profitability (%) | 78.7402 | 77.7778 | 79.6875 | 72.4409 | 73.0159 | 71.875 |
Ratio Avg Win / Avg Loss | 0.4247 | 0.762 | 0.2811 | 0.7629 | 0.7933 | 0.7348 |
Largest Winning Trade | 30448 | 30448 | 23154 | 197538 | 169026 | 197538 |
Largest Losing Trade | -136632 | -53325 | -136632 | -559336 | -559336 | -202411 |
Avg Bars in Trades | 36 | 41 | 32 | 36 | 41 | 32 |
Avg Bars in Winners | 20 | 23 | 18 | 26 | 28 | 24 |
Avg Bars in Losers | 96 | 106 | 85 | 64 | 77 | 52 |
Bars Traded | 4686 | 2623 | 2063 | 4686 | 2623 | 2063 |
Profit Streak | 33.2974 | 159.5474 | 33.2974 | 33.2974 | 159.5474 | 33.2974 |
Trades During Streak | 4 | 9 | 2 | 4 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509342 | -131308 | -394087 | 507000 | -132951 | -126752 |
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{ "first_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 116, "offset": 0, "scalar": 4 } } }
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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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