Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776860.9961 | 686721.5883 | 90139.4078 | 123830.0783 | -1146850.0387 | 1270680.117 |
Total P&L (%) | 776.861 | 686.7216 | 90.1394 | 123.8301 | -1146.85 | 1270.6801 |
Avg Daily Profit (%) | 0.3729 | 0.3296 | 0.0433 | 0.0387 | 0 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179878 | -172962 | -58844 | -2574846 | -3336852 | -296671 |
Profit Factor | 1.5053 | 1.6227 | 1.2074 | 1.0092 | 0.8906 | 1.4322 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 192 | 88 | 104 | 192 | 88 | 104 |
Losing Trades | 216 | 116 | 100 | 216 | 116 | 100 |
Profitability (%) | 47.0588 | 43.1373 | 50.9804 | 47.0588 | 43.1373 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.6934 | 2.139 | 1.1609 | 1.1354 | 1.1739 | 1.3771 |
Largest Winning Trade | 344188 | 344188 | 18900 | 1110186 | 1110186 | 350295 |
Largest Losing Trade | -41798 | -41798 | -19211 | -633123 | -633123 | -246259 |
Avg Bars in Trades | 60 | 99 | 20 | 60 | 99 | 20 |
Avg Bars in Winners | 71 | 124 | 26 | 71 | 124 | 26 |
Avg Bars in Losers | 50 | 80 | 14 | 50 | 80 | 14 |
Bars Traded | 24555 | 20297 | 4258 | 24555 | 20297 | 4258 |
Profit Streak | 0 | 0 | 7.3677 | 0 | 0 | 7.3677 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466334 | 362206 | -134001 | -350620 | -581267 | -22249 |
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{ "first_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "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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