Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453818.9548 | 358420.8912 | 95398.0636 | 408747.5698 | -209552.6574 | 618300.2272 |
Total P&L (%) | 453.819 | 358.4209 | 95.3981 | 408.7476 | -209.5527 | 618.3002 |
Avg Daily Profit (%) | 0.2178 | 0.172 | 0.0458 | 0.0781 | 0 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90206 | -109459 | -29165 | -906112 | -1254678 | -203552 |
Profit Factor | 2.1294 | 2.1607 | 2.0257 | 1.1227 | 0.9237 | 2.0594 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 51.4563 | 49.0196 | 53.8462 | 51.4563 | 49.0196 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.0089 | 2.2471 | 1.7363 | 1.0592 | 0.9607 | 1.7652 |
Largest Winning Trade | 305199 | 305199 | 31237 | 809292 | 809292 | 176625 |
Largest Losing Trade | -41056 | -41056 | -12736 | -480631 | -480631 | -82775 |
Avg Bars in Trades | 235 | 444 | 30 | 235 | 444 | 30 |
Avg Bars in Winners | 253 | 500 | 33 | 253 | 500 | 33 |
Avg Bars in Losers | 215 | 389 | 27 | 215 | 389 | 27 |
Bars Traded | 24242 | 22644 | 1598 | 24242 | 22644 | 1598 |
Profit Streak | 85.7074 | 91.6241 | 85.7074 | 85.7074 | 91.6241 | 85.7074 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476905 | -168385 | -306900 | -172766 | -760655 | -241223 |
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{ "first_band": { "type": "kcl", "factors": { "length": 248, "offset": 101, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 248, "offset": 101, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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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