Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439589.2521 | 501816.7485 | -62227.4965 | -94049.3399 | -28449.521 | -65599.8189 |
Total P&L (%) | 439.5893 | 501.8167 | -62.2275 | -94.0493 | -28.4495 | -65.5998 |
Avg Daily Profit (%) | 0.2338 | 0.2669 | -0.0331 | -0.15 | -0.0178 | -0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215222 | -156573 | -145088 | -125247 | -82296 | -53196 |
Profit Factor | 1.2616 | 1.4815 | 0.9025 | 0.7857 | 0.8957 | 0.6053 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 149 | 66 | 83 | 149 | 66 | 83 |
Losing Trades | 196 | 106 | 90 | 196 | 106 | 90 |
Profitability (%) | 43.1884 | 38.3721 | 47.9769 | 43.1884 | 38.3721 | 47.9769 |
Ratio Avg Win / Avg Loss | 1.6595 | 2.3793 | 0.9786 | 1.0335 | 1.4385 | 0.6564 |
Largest Winning Trade | 366422 | 366422 | 46583 | 78189 | 78189 | 9663 |
Largest Losing Trade | -57481 | -57481 | -47511 | -39698 | -37850 | -39698 |
Avg Bars in Trades | 64 | 99 | 30 | 64 | 99 | 30 |
Avg Bars in Winners | 83 | 148 | 33 | 83 | 148 | 33 |
Avg Bars in Losers | 50 | 68 | 28 | 50 | 68 | 28 |
Bars Traded | 22376 | 17051 | 5326 | 22376 | 17051 | 5326 |
Profit Streak | 5.3449 | 5.9283 | 5.3449 | 5.3449 | 5.9283 | 5.3449 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331348 | 267675 | -580504 | -578777 | -582589 | -580504 |
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{ "first_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "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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