Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273423.1382 | 266753.0035 | 6670.1347 | 135072.8187 | 179348.104 | -44275.2854 |
Total P&L (%) | 273.4231 | 266.753 | 6.6701 | 135.0728 | 179.3481 | -44.2753 |
Avg Daily Profit (%) | 0.2625 | 0.2561 | 0.0064 | 0.0821 | 0.0987 | -0.0561 |
Buy And Hold Return (%) | 45.7282 | 45.7282 | 45.7282 | 45.7282 | 45.7282 | 45.7282 |
Max Trade Drawdown | -112681 | -84922 | -56337 | -384512 | -303684 | -150655 |
Profit Factor | 1.424 | 1.5844 | 1.0354 | 1.0892 | 1.1604 | 0.8883 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 189 | 100 | 89 | 189 | 100 | 89 |
Losing Trades | 108 | 48 | 60 | 108 | 48 | 60 |
Profitability (%) | 63.6364 | 67.5676 | 59.7315 | 63.6364 | 67.5676 | 59.7315 |
Ratio Avg Win / Avg Loss | 0.8137 | 0.7605 | 0.698 | 0.6224 | 0.557 | 0.5989 |
Largest Winning Trade | 75170 | 75170 | 6577 | 201440 | 201440 | 26636 |
Largest Losing Trade | -61325 | -61325 | -23058 | -198631 | -198631 | -62155 |
Avg Bars in Trades | 81 | 151 | 11 | 81 | 151 | 11 |
Avg Bars in Winners | 43 | 72 | 11 | 43 | 72 | 11 |
Avg Bars in Losers | 146 | 315 | 11 | 146 | 315 | 11 |
Bars Traded | 24059 | 22378 | 1681 | 24059 | 22378 | 1681 |
Profit Streak | 5.5898 | 5.5898 | 25.7565 | 5.5898 | 5.5898 | 25.7565 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416383 | 370706 | -530438 | -205707 | -106521 | -577934 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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