Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1433221.687 | 1382685.8498 | 50535.8372 | 39273.1007 | -323664.8663 | 362937.967 |
Total P&L (%) | 1433.2217 | 1382.6859 | 50.5358 | 39.2731 | -323.6649 | 362.938 |
Avg Daily Profit (%) | 0.7989 | 0.7707 | 0.0282 | 0.0185 | 0 | 0.0855 |
Buy And Hold Return (%) | 418.3751 | 418.3751 | 418.3751 | 418.3751 | 418.3751 | 418.3751 |
Max Trade Drawdown | -295580 | -285868 | -57720 | -6981534 | -7814968 | -838339 |
Profit Factor | 3.5415 | 4.1121 | 1.4224 | 1.0036 | 0.9622 | 1.1625 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 41.5842 | 36 | 47.0588 | 41.5842 | 36 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.975 | 7.3104 | 1.6002 | 1.4099 | 1.7105 | 1.3078 |
Largest Winning Trade | 1539484 | 1539484 | 30875 | 5301796 | 5301796 | 655066 |
Largest Losing Trade | -47490 | -47490 | -17242 | -1885244 | -1885244 | -570450 |
Avg Bars in Trades | 179 | 330 | 31 | 179 | 330 | 31 |
Avg Bars in Winners | 208 | 436 | 36 | 208 | 436 | 36 |
Avg Bars in Losers | 159 | 270 | 27 | 159 | 270 | 27 |
Bars Traded | 18138 | 16522 | 1616 | 18138 | 16522 | 1616 |
Profit Streak | 93.3126 | 96.896 | 93.3126 | 93.3126 | 96.896 | 93.3126 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543761 | -167720 | -499722 | -552530 | -762940 | -467090 |
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{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 196, "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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