Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911672.8953 | 812843.0253 | 98829.87 | 7599252.7396 | 6767832.7851 | 831419.9545 |
Total P&L (%) | 911.6729 | 812.843 | 98.8299 | 7599.2527 | 6767.8328 | 831.42 |
Avg Daily Profit (%) | 0.3647 | 0.3251 | 0.0395 | 0.1739 | 0.1693 | 0.0893 |
Buy And Hold Return (%) | 952.979 | 952.979 | 952.979 | 952.979 | 952.979 | 952.979 |
Max Trade Drawdown | -62361 | -71402 | -29229 | -5352729 | -2928258 | -2441487 |
Profit Factor | 4.953 | 5.5524 | 2.8978 | 2.1748 | 2.7443 | 1.3212 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 60.6557 | 60 | 61.2903 | 60.6557 | 60 | 61.2903 |
Ratio Avg Win / Avg Loss | 3.2127 | 3.7016 | 1.8302 | 1.4107 | 1.8295 | 0.8344 |
Largest Winning Trade | 395214 | 395214 | 19777 | 3752254 | 3752254 | 1606069 |
Largest Losing Trade | -44128 | -44128 | -13343 | -1289117 | -1246778 | -1289117 |
Avg Bars in Trades | 138 | 261 | 18 | 138 | 261 | 18 |
Avg Bars in Winners | 145 | 277 | 21 | 145 | 277 | 21 |
Avg Bars in Losers | 127 | 239 | 14 | 127 | 239 | 14 |
Bars Traded | 8436 | 7858 | 577 | 8436 | 7858 | 577 |
Profit Streak | 49.7301 | 0 | 53.2301 | 49.7301 | 0 | 53.2301 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312626 | -147221 | -297655 | -153213 | 513393 | -237865 |
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{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "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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