Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3100700.3839 | 3139851.2018 | -39150.8178 | 169832.6285 | 1307685.6319 | -1137853.0033 |
Total P&L (%) | 3100.7004 | 3139.8512 | -39.1508 | 169.8326 | 1307.6856 | -1137.853 |
Avg Daily Profit (%) | 1.3971 | 1.4148 | -0.0176 | 0.0447 | 0.1192 | 0 |
Buy And Hold Return (%) | 826.2429 | 826.2429 | 826.2429 | 826.2429 | 826.2429 | 826.2429 |
Max Trade Drawdown | -179309 | -135079 | -95661 | -3716412 | -1910888 | -1939608 |
Profit Factor | 6.1349 | 9.1955 | 0.8226 | 1.0297 | 1.4226 | 0.5654 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 45.7447 | 44.6809 | 46.8085 | 45.7447 | 44.6809 | 46.8085 |
Ratio Avg Win / Avg Loss | 7.2763 | 11.3849 | 0.9348 | 1.2213 | 1.7613 | 0.6425 |
Largest Winning Trade | 3203883 | 3203883 | 24729 | 3041206 | 3041206 | 425189 |
Largest Losing Trade | -38692 | -36208 | -38692 | -1363140 | -547338 | -1363140 |
Avg Bars in Trades | 66 | 110 | 22 | 66 | 110 | 22 |
Avg Bars in Winners | 86 | 145 | 30 | 86 | 145 | 30 |
Avg Bars in Losers | 50 | 83 | 15 | 50 | 83 | 15 |
Bars Traded | 6270 | 5214 | 1056 | 6270 | 5214 | 1056 |
Profit Streak | 102.2593 | 102.5926 | 102.2593 | 102.2593 | 102.5926 | 102.2593 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 695684 | 662447 | -581099 | -487207 | -42569 | -581099 |
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{ "first_band": { "type": "kcl", "factors": { "length": 98, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 98, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "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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