Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550410.0642 | 529394.8261 | 21015.2381 | 416080.2868 | 633632.27 | -217551.9832 |
Total P&L (%) | 550.4101 | 529.3948 | 21.0152 | 416.0803 | 633.6323 | -217.552 |
Avg Daily Profit (%) | 0.3402 | 0.3272 | 0.013 | 0.1015 | 0.1232 | 0 |
Buy And Hold Return (%) | 24.0632 | 24.0632 | 24.0632 | 24.0632 | 24.0632 | 24.0632 |
Max Trade Drawdown | -134757 | -82217 | -185677 | -593504 | -251553 | -494362 |
Profit Factor | 1.4661 | 1.9205 | 1.0347 | 1.1228 | 1.3905 | 0.8767 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Losing Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Profitability (%) | 37.987 | 38.3117 | 37.6623 | 37.987 | 38.3117 | 37.6623 |
Ratio Avg Win / Avg Loss | 2.3934 | 3.0924 | 1.7126 | 1.833 | 2.2389 | 1.4511 |
Largest Winning Trade | 203086 | 203086 | 78626 | 251367 | 251367 | 130153 |
Largest Losing Trade | -56945 | -19774 | -56945 | -213624 | -83471 | -213624 |
Avg Bars in Trades | 62 | 52 | 71 | 62 | 52 | 71 |
Avg Bars in Winners | 100 | 84 | 116 | 100 | 84 | 116 |
Avg Bars in Losers | 38 | 32 | 44 | 38 | 32 | 44 |
Bars Traded | 19136 | 8079 | 11057 | 19136 | 8079 | 11057 |
Profit Streak | 0 | 0 | 504.7789 | 0 | 0 | 504.7789 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301862 | 305198 | -526481 | -144849 | -30611 | -583073 |
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 21, "offset": 0, "scalar": 4 } } }
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# | 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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