Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250667.7733 | 39341.0226 | 211326.7507 | -160516.8233 | -226723.6831 | 66206.8599 |
Total P&L (%) | 250.6678 | 39.341 | 211.3268 | -160.5168 | -226.7237 | 66.2069 |
Avg Daily Profit (%) | 0.1688 | 0.0265 | 0.1423 | 0 | 0 | 0.0342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247745 | -79540 | -202399 | -2524284 | -723565 | -2348705 |
Profit Factor | 1.3843 | 1.1931 | 1.4712 | 0.9595 | 0.799 | 1.0233 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 137 | 61 | 76 | 88 | 43 | 45 |
Losing Trades | 48 | 32 | 16 | 97 | 50 | 47 |
Profitability (%) | 74.0541 | 65.5914 | 82.6087 | 47.5676 | 46.2366 | 48.913 |
Ratio Avg Win / Avg Loss | 0.485 | 0.6259 | 0.3097 | 1.0576 | 0.9291 | 1.0688 |
Largest Winning Trade | 30873 | 21255 | 30873 | 404713 | 219660 | 404713 |
Largest Losing Trade | -119694 | -27700 | -119694 | -1789932 | -541217 | -1789932 |
Avg Bars in Trades | 31 | 8 | 54 | 31 | 8 | 54 |
Avg Bars in Winners | 19 | 5 | 31 | 36 | 8 | 62 |
Avg Bars in Losers | 64 | 13 | 165 | 26 | 7 | 46 |
Bars Traded | 5749 | 751 | 4998 | 5749 | 751 | 4998 |
Profit Streak | 7.3819 | 60.3819 | 0 | 0 | 0 | 103.3819 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397927 | -166732 | 17304 | -579088 | -582269 | -342059 |
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{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 39, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 39, "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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