Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252917.6852 | 17814.789 | 235102.8962 | -84089.6086 | 12359.2367 | -96448.8452 |
Total P&L (%) | 252.9177 | 17.8148 | 235.1029 | -84.0896 | 12.3592 | -96.4488 |
Avg Daily Profit (%) | 0.1659 | 0.0117 | 0.1542 | -0.1205 | 0.0076 | -0.2187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104956 | -31532 | -99230 | -359309 | -48007 | -337767 |
Profit Factor | 2.1435 | 1.2172 | 2.6896 | 0.8393 | 1.1297 | 0.7746 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 72.8571 | 65.7143 | 80 | 72.8571 | 65.7143 | 80 |
Ratio Avg Win / Avg Loss | 0.7985 | 0.635 | 0.6724 | 0.3127 | 0.5894 | 0.1936 |
Largest Winning Trade | 41655 | 12330 | 41655 | 51885 | 23505 | 51885 |
Largest Losing Trade | -99230 | -30737 | -99230 | -337767 | -47142 | -337767 |
Avg Bars in Trades | 116 | 23 | 208 | 116 | 23 | 208 |
Avg Bars in Winners | 93 | 16 | 157 | 93 | 16 | 157 |
Avg Bars in Losers | 176 | 38 | 411 | 176 | 38 | 411 |
Bars Traded | 8130 | 838 | 7292 | 8130 | 838 | 7292 |
Profit Streak | 109.1872 | 109.1872 | 256.0206 | 109.1872 | 109.1872 | 256.0206 |
Trades During Streak | 5 | 2 | 12 | 5 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85479 | -184400 | 540284 | -674886 | -351299 | -575352 |
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{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 5 } } }
# | 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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