Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665121.8694 | 445531.8654 | 219590.0041 | 3467459.6106 | 2588258.7628 | 879200.8477 |
Total P&L (%) | 665.1219 | 445.5319 | 219.59 | 3467.4596 | 2588.2588 | 879.2008 |
Avg Daily Profit (%) | 0.4514 | 0.3024 | 0.149 | 0.2429 | 0.2237 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56186 | -45205 | -40448 | -2974622 | -1263818 | -1885779 |
Profit Factor | 3.0832 | 4.4717 | 2.15 | 1.4743 | 2.0923 | 1.1779 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 40.678 | 36.6667 | 44.8276 | 40.678 | 36.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.4964 | 7.7238 | 2.6462 | 2.15 | 3.614 | 1.4498 |
Largest Winning Trade | 245595 | 245595 | 75139 | 2576450 | 1564193 | 2576450 |
Largest Losing Trade | -38506 | -17680 | -38506 | -1402606 | -469954 | -1402606 |
Avg Bars in Trades | 71 | 22 | 121 | 71 | 22 | 121 |
Avg Bars in Winners | 146 | 44 | 233 | 146 | 44 | 233 |
Avg Bars in Losers | 19 | 9 | 30 | 19 | 9 | 30 |
Bars Traded | 4196 | 677 | 3519 | 4196 | 677 | 3519 |
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 | -167325 | 394159 | 285873 | -172738 | 261481 | -19213 |
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{ "first_band": { "type": "kcu", "factors": { "length": 95, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 95, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "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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