Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073363.8135 | 1069104.9632 | 4258.8504 | 50454.5142 | -15111.1755 | 65565.6898 |
Total P&L (%) | 1073.3638 | 1069.105 | 4.2589 | 50.4545 | -15.1112 | 65.5657 |
Avg Daily Profit (%) | 0.5781 | 0.5758 | 0.0023 | 0.022 | -0.0088 | 0.0272 |
Buy And Hold Return (%) | 60.3202 | 60.3202 | 60.3202 | 60.3202 | 60.3202 | 60.3202 |
Max Trade Drawdown | -201781 | -182538 | -48433 | -1911002 | -2049634 | -520118 |
Profit Factor | 2.62 | 3.3385 | 1.0207 | 1.0098 | 0.9958 | 1.0422 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 44.1379 | 38.8889 | 49.3151 | 44.1379 | 38.8889 | 49.3151 |
Ratio Avg Win / Avg Loss | 3.316 | 5.2462 | 1.0491 | 1.2781 | 1.5648 | 1.0711 |
Largest Winning Trade | 1129186 | 1129186 | 20107 | 1269916 | 1269916 | 277957 |
Largest Losing Trade | -32152 | -32152 | -16390 | -473674 | -473674 | -159510 |
Avg Bars in Trades | 144 | 247 | 42 | 144 | 247 | 42 |
Avg Bars in Winners | 168 | 326 | 46 | 168 | 326 | 46 |
Avg Bars in Losers | 124 | 197 | 37 | 124 | 197 | 37 |
Bars Traded | 20885 | 17818 | 3067 | 20885 | 17818 | 3067 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517320 | -66146 | -625468 | -540861 | -661779 | -541700 |
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "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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