Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524459.9228 | 458086.6243 | 66373.2986 | 865400.2481 | 803842.2145 | 61558.0336 |
Total P&L (%) | 524.4599 | 458.0866 | 66.3733 | 865.4002 | 803.8422 | 61.558 |
Avg Daily Profit (%) | 0.3715 | 0.3245 | 0.047 | 0.1607 | 0.1561 | 0.034 |
Buy And Hold Return (%) | 89.2151 | 89.2151 | 89.2151 | 89.2151 | 89.2151 | 89.2151 |
Max Trade Drawdown | -70205 | -51648 | -82754 | -491526 | -357409 | -556068 |
Profit Factor | 1.8561 | 2.7716 | 1.1875 | 1.2969 | 1.6049 | 1.0388 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 52.3364 | 50 | 54.717 | 52.3364 | 50 | 54.717 |
Ratio Avg Win / Avg Loss | 1.6904 | 2.7716 | 0.9827 | 1.1811 | 1.6049 | 0.8597 |
Largest Winning Trade | 144244 | 144244 | 50782 | 436218 | 436218 | 180994 |
Largest Losing Trade | -37912 | -22643 | -37912 | -230738 | -205909 | -230738 |
Avg Bars in Trades | 75 | 58 | 92 | 75 | 58 | 92 |
Avg Bars in Winners | 81 | 68 | 93 | 81 | 68 | 93 |
Avg Bars in Losers | 69 | 48 | 92 | 69 | 48 | 92 |
Bars Traded | 8061 | 3142 | 4920 | 8061 | 3142 | 4920 |
Profit Streak | 0 | 0 | 500.6771 | 0 | 0 | 500.6771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463162 | -167324 | -490742 | 300764 | -169355 | -671622 |
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{ "first_band": { "type": "dcm", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 4 } } }
# | 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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