Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795137.1584 | 620698.6467 | 174438.5117 | 6464162.5169 | 1530097.9908 | 4934064.5261 |
Total P&L (%) | 795.1372 | 620.6986 | 174.4385 | 6464.1625 | 1530.098 | 4934.0645 |
Avg Daily Profit (%) | 0.4278 | 0.3339 | 0.0938 | 0.2254 | 0.1503 | 0.2111 |
Buy And Hold Return (%) | 75.8896 | 75.8896 | 75.8896 | 75.8896 | 75.8896 | 75.8896 |
Max Trade Drawdown | -73687 | -70986 | -79365 | -2826527 | -2023811 | -2075786 |
Profit Factor | 2.8212 | 3.829 | 1.8031 | 1.6726 | 1.2808 | 2.1858 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 57.7465 | 50 | 65.7143 | 57.7465 | 50 | 65.7143 |
Ratio Avg Win / Avg Loss | 2.0643 | 3.829 | 0.9408 | 1.2239 | 1.2808 | 1.1404 |
Largest Winning Trade | 213346 | 213346 | 61679 | 1462704 | 1142123 | 1462704 |
Largest Losing Trade | -46348 | -33606 | -46348 | -1767566 | -1767566 | -1408054 |
Avg Bars in Trades | 96 | 71 | 122 | 96 | 71 | 122 |
Avg Bars in Winners | 112 | 64 | 151 | 112 | 64 | 151 |
Avg Bars in Losers | 74 | 78 | 67 | 74 | 78 | 67 |
Bars Traded | 6853 | 2559 | 4294 | 6853 | 2559 | 4294 |
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 | -74626 | 580196 | -69905 | -79683 | 272772 | 475458 |
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{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 64, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 64, "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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