Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538735.9834 | 532955.801 | 5780.1823 | 171776.512 | 281857.6165 | -110081.1045 |
Total P&L (%) | 538.736 | 532.9558 | 5.7802 | 171.7765 | 281.8576 | -110.0811 |
Avg Daily Profit (%) | 0.2261 | 0.2237 | 0.0024 | 0.042 | 0.0563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129497 | -107772 | -56113 | -2367604 | -2026252 | -504618 |
Profit Factor | 2.1977 | 2.7631 | 1.0392 | 1.039 | 1.0832 | 0.8919 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 58.6667 | 62.1622 | 55.2632 | 58.6667 | 62.1622 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.5484 | 1.6819 | 0.8412 | 0.732 | 0.6593 | 0.722 |
Largest Winning Trade | 221434 | 221434 | 18751 | 1336832 | 1336832 | 172662 |
Largest Losing Trade | -63061 | -63061 | -22697 | -1287709 | -1287709 | -127912 |
Avg Bars in Trades | 99 | 193 | 8 | 99 | 193 | 8 |
Avg Bars in Winners | 59 | 102 | 11 | 59 | 102 | 11 |
Avg Bars in Losers | 157 | 342 | 4 | 157 | 342 | 4 |
Bars Traded | 7477 | 7153 | 324 | 7477 | 7153 | 324 |
Profit Streak | 157.9976 | 157.9976 | 296.9976 | 157.9976 | 157.9976 | 296.9976 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46021 | 578163 | -532101 | -374609 | -245919 | -578436 |
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{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "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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