Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126311.7074 | 67289.9439 | 59021.7635 | 179116.0893 | 105935.262 | 73180.8273 |
Total P&L (%) | 126.3117 | 67.2899 | 59.0218 | 179.1161 | 105.9353 | 73.1808 |
Avg Daily Profit (%) | 0.485 | 0.2584 | 0.2266 | 0.3949 | 0.2778 | 0.2111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29624 | -29070 | -29977 | -80230 | -55617 | -60639 |
Profit Factor | 1.4374 | 1.494 | 1.3869 | 1.3081 | 1.3935 | 1.2344 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Profitability (%) | 45.8515 | 46.9565 | 44.7368 | 45.8515 | 46.9565 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.6975 | 1.6877 | 1.7132 | 1.5448 | 1.5742 | 1.5248 |
Largest Winning Trade | 20186 | 20186 | 18737 | 46865 | 35308 | 46865 |
Largest Losing Trade | -14371 | -9560 | -14371 | -29892 | -29210 | -29892 |
Avg Bars in Trades | 107 | 70 | 143 | 107 | 70 | 143 |
Avg Bars in Winners | 146 | 76 | 219 | 146 | 76 | 219 |
Avg Bars in Losers | 74 | 65 | 82 | 74 | 65 | 82 |
Bars Traded | 24545 | 8152 | 16393 | 24545 | 8152 | 16393 |
Profit Streak | 3.5102 | 3.6456 | 3.5102 | 3.5102 | 3.6456 | 3.5102 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377989 | 266480 | 161187 | 321813 | 256846 | 149206 |
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 54, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 54, "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) |
---|