Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461428.1094 | 477757.4746 | -16329.3651 | 145207.5567 | 183374.6873 | -38167.1306 |
Total P&L (%) | 461.4281 | 477.7575 | -16.3294 | 145.2076 | 183.3747 | -38.1671 |
Avg Daily Profit (%) | 0.5233 | 0.5418 | -0.0185 | 0.1018 | 0.1182 | -0.0545 |
Buy And Hold Return (%) | 183.4278 | 183.4278 | 183.4278 | 183.4278 | 183.4278 | 183.4278 |
Max Trade Drawdown | -76961 | -72613 | -31436 | -196826 | -184032 | -98957 |
Profit Factor | 2.287 | 3.0345 | 0.868 | 1.2141 | 1.4031 | 0.8291 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 42.8571 | 40.4762 | 45.2381 | 42.8571 | 40.4762 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.0493 | 4.4625 | 1.0507 | 1.6188 | 2.0634 | 1.0037 |
Largest Winning Trade | 344681 | 344681 | 22734 | 259389 | 259389 | 57887 |
Largest Losing Trade | -22550 | -21967 | -22550 | -62039 | -62039 | -36559 |
Avg Bars in Trades | 122 | 179 | 65 | 122 | 179 | 65 |
Avg Bars in Winners | 182 | 298 | 78 | 182 | 298 | 78 |
Avg Bars in Losers | 77 | 98 | 55 | 77 | 98 | 55 |
Bars Traded | 10301 | 7532 | 2769 | 10301 | 7532 | 2769 |
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 | 311150 | 331774 | -580919 | -224780 | -202835 | -580919 |
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{ "first_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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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