Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110275.0889 | 35749.7742 | 74525.3148 | 118303.4783 | 51198.8535 | 67104.6249 |
Total P&L (%) | 110.2751 | 35.7498 | 74.5253 | 118.3035 | 51.1989 | 67.1046 |
Avg Daily Profit (%) | 0.4235 | 0.1373 | 0.2862 | 0.3002 | 0.1589 | 0.1974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67318 | -36353 | -32513 | -230398 | -117169 | -116663 |
Profit Factor | 1.2958 | 1.24 | 1.333 | 1.1292 | 1.1353 | 1.1248 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Profitability (%) | 51.5679 | 51.049 | 52.0833 | 51.5679 | 51.049 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.217 | 1.1891 | 1.2263 | 1.0605 | 1.0886 | 1.0349 |
Largest Winning Trade | 37694 | 13183 | 37694 | 37554 | 30760 | 37554 |
Largest Losing Trade | -17689 | -8717 | -17689 | -35254 | -35254 | -33184 |
Avg Bars in Trades | 85 | 52 | 118 | 85 | 52 | 118 |
Avg Bars in Winners | 90 | 56 | 124 | 90 | 56 | 124 |
Avg Bars in Losers | 80 | 49 | 111 | 80 | 49 | 111 |
Bars Traded | 24634 | 7571 | 17063 | 24634 | 7571 | 17063 |
Profit Streak | 0 | 4.6892 | 0 | 0 | 4.6892 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356336 | -13663 | 264412 | -69670 | -66714 | -77092 |
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{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 208, "offset": 51, "scalar": 1 } } }
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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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