Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556042.4516 | 398940.9258 | 157101.5258 | 2152257.3905 | -950672.3474 | 3102929.7378 |
Total P&L (%) | 556.0425 | 398.9409 | 157.1015 | 2152.2574 | -950.6723 | 3102.9297 |
Avg Daily Profit (%) | 0.2366 | 0.1698 | 0.0669 | 0.1326 | 0 | 0.1476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82311 | -74364 | -15179 | -4100723 | -3759182 | -773030 |
Profit Factor | 2.7658 | 2.4048 | 6.0842 | 1.2291 | 0.8865 | 4.0442 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 28 | 19 | 9 | 28 | 19 | 9 |
Profitability (%) | 60.5634 | 45.7143 | 75 | 60.5634 | 45.7143 | 75 |
Ratio Avg Win / Avg Loss | 1.801 | 2.8557 | 2.0281 | 0.8003 | 1.0527 | 1.3481 |
Largest Winning Trade | 131669 | 131669 | 22859 | 2244654 | 2244654 | 672535 |
Largest Losing Trade | -36650 | -36650 | -8919 | -1512679 | -1512679 | -472773 |
Avg Bars in Trades | 91 | 171 | 13 | 91 | 171 | 13 |
Avg Bars in Winners | 71 | 168 | 14 | 71 | 168 | 14 |
Avg Bars in Losers | 121 | 173 | 11 | 121 | 173 | 11 |
Bars Traded | 6483 | 5990 | 493 | 6483 | 5990 | 493 |
Profit Streak | 106.6129 | 106.6129 | 109.9463 | 106.6129 | 106.6129 | 109.9463 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74646 | 389857 | -90655 | -105829 | -580226 | 537491 |
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 92, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 92, "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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