Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181591.2451 | 306395.9771 | -124804.732 | -88837.1223 | 195456.6652 | -284293.7875 |
Total P&L (%) | 181.5912 | 306.396 | -124.8047 | -88.8371 | 195.4567 | -284.2938 |
Avg Daily Profit (%) | 0.0945 | 0.1595 | -0.065 | -0.1141 | 0.0564 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224967 | -164208 | -101868 | -452070 | -255251 | -276478 |
Profit Factor | 1.3114 | 1.8949 | 0.4815 | 0.8874 | 1.5029 | 0.2901 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 47.8261 | 52.9412 | 42.8571 | 47.8261 | 52.9412 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.4307 | 1.6844 | 0.642 | 0.9681 | 1.3359 | 0.3868 |
Largest Winning Trade | 405853 | 405853 | 18088 | 289206 | 289206 | 34744 |
Largest Losing Trade | -59679 | -53969 | -59679 | -121007 | -94385 | -121007 |
Avg Bars in Trades | 100 | 176 | 28 | 100 | 176 | 28 |
Avg Bars in Winners | 130 | 212 | 31 | 130 | 212 | 31 |
Avg Bars in Losers | 74 | 134 | 25 | 74 | 134 | 25 |
Bars Traded | 6968 | 5985 | 983 | 6968 | 5985 | 983 |
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 | -173719 | 404516 | -583287 | -687900 | -115894 | -583287 |
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{ "first_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "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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