Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484445.6531 | 374218.3086 | 110227.3445 | 529265.3955 | 258046.7191 | 271218.6764 |
Total P&L (%) | 484.4457 | 374.2183 | 110.2273 | 529.2654 | 258.0467 | 271.2187 |
Avg Daily Profit (%) | 0.2994 | 0.2313 | 0.0681 | 0.1137 | 0.0789 | 0.0811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136793 | -155326 | -167050 | -465757 | -517845 | -448439 |
Profit Factor | 1.2907 | 1.4798 | 1.1244 | 1.1172 | 1.1166 | 1.1179 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 200 | 103 | 97 | 200 | 103 | 97 |
Losing Trades | 290 | 142 | 148 | 290 | 142 | 148 |
Profitability (%) | 40.8163 | 42.0408 | 39.5918 | 40.8163 | 42.0408 | 39.5918 |
Ratio Avg Win / Avg Loss | 1.8716 | 2.0401 | 1.7155 | 1.62 | 1.5393 | 1.7056 |
Largest Winning Trade | 70338 | 70338 | 47338 | 140364 | 140364 | 135295 |
Largest Losing Trade | -28535 | -25647 | -28535 | -137094 | -137094 | -83926 |
Avg Bars in Trades | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Winners | 51 | 47 | 56 | 51 | 47 | 56 |
Avg Bars in Losers | 30 | 26 | 34 | 30 | 26 | 34 |
Bars Traded | 19229 | 8702 | 10527 | 19229 | 8702 | 10527 |
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 | 309539 | 281271 | -187895 | -132207 | -181221 | -177768 |
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{ "first_band": { "type": "dcm", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 28, "offset": 0, "scalar": 1 } } }
# | 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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