Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902509.8776 | 826881.4112 | 75628.4664 | 6769308.8198 | 6374673.2834 | 394635.5365 |
Total P&L (%) | 902.5099 | 826.8814 | 75.6285 | 6769.3088 | 6374.6733 | 394.6355 |
Avg Daily Profit (%) | 0.4333 | 0.397 | 0.0363 | 0.2033 | 0.2004 | 0.0768 |
Buy And Hold Return (%) | 1148.6323 | 1148.6323 | 1148.6323 | 1148.6323 | 1148.6323 | 1148.6323 |
Max Trade Drawdown | -111745 | -85202 | -63515 | -3492967 | -2719747 | -1366707 |
Profit Factor | 2.1091 | 2.7796 | 1.2166 | 1.4836 | 1.7318 | 1.0746 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Losing Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Profitability (%) | 49.4845 | 51.0345 | 47.9452 | 49.4845 | 51.0345 | 47.9452 |
Ratio Avg Win / Avg Loss | 2.153 | 2.6669 | 1.3209 | 1.5145 | 1.6616 | 1.1668 |
Largest Winning Trade | 343974 | 343974 | 28360 | 4293401 | 4293401 | 664581 |
Largest Losing Trade | -31367 | -31367 | -24171 | -2295722 | -2295722 | -1149027 |
Avg Bars in Trades | 83 | 126 | 40 | 83 | 126 | 40 |
Avg Bars in Winners | 103 | 159 | 45 | 103 | 159 | 45 |
Avg Bars in Losers | 62 | 91 | 35 | 62 | 91 | 35 |
Bars Traded | 24193 | 18309 | 5884 | 24193 | 18309 | 5884 |
Profit Streak | 3.4257 | 0 | 5.509 | 3.4257 | 0 | 5.509 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151162 | -150787 | -310857 | 367816 | 371559 | -394896 |
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{ "first_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "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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