Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278639.1737 | 163828.0879 | 114811.0858 | 6379.685 | 44647.6856 | -38268.0005 |
Total P&L (%) | 278.6392 | 163.8281 | 114.8111 | 6.3797 | 44.6477 | -38.268 |
Avg Daily Profit (%) | 0.1647 | 0.0968 | 0.0679 | 0.0037 | 0.0218 | -0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153376 | -80177 | -154755 | -368512 | -169355 | -386767 |
Profit Factor | 1.4199 | 1.5292 | 1.3244 | 1.0056 | 1.0914 | 0.9403 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 58.4 | 57.1429 | 59.6774 | 58.4 | 57.1429 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.0115 | 1.1469 | 0.8948 | 0.7164 | 0.8186 | 0.6353 |
Largest Winning Trade | 77564 | 77564 | 44645 | 79035 | 79035 | 59365 |
Largest Losing Trade | -79605 | -41260 | -79605 | -280570 | -69171 | -280570 |
Avg Bars in Trades | 37 | 26 | 49 | 37 | 26 | 49 |
Avg Bars in Winners | 32 | 20 | 44 | 32 | 20 | 44 |
Avg Bars in Losers | 44 | 34 | 55 | 44 | 34 | 55 |
Bars Traded | 4722 | 1669 | 3053 | 4722 | 1669 | 3053 |
Profit Streak | 79.9293 | 144.9293 | 79.9293 | 79.9293 | 144.9293 | 79.9293 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393284 | -206346 | -256134 | -566902 | -431250 | -733146 |
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{ "first_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 114, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 114, "offset": 0, "scalar": 2 } } }
# | 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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