Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15756.4819 | -29926.4729 | 45682.9548 | 4903.3555 | -32657.7569 | 37561.1124 |
Total P&L (%) | 15.7565 | -29.9265 | 45.683 | 4.9034 | -32.6578 | 37.5611 |
Avg Daily Profit (%) | 0.0605 | -0.1149 | 0.1754 | 0.0184 | -0.1517 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50870 | -33232 | -34902 | -63930 | -35613 | -46779 |
Profit Factor | 1.125 | 0.3946 | 1.5966 | 1.0338 | 0.3843 | 1.4087 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 49 | 31 | 18 | 49 | 31 | 18 |
Profitability (%) | 44.9438 | 31.1111 | 59.0909 | 44.9438 | 31.1111 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.3782 | 0.8738 | 1.1054 | 1.2664 | 0.851 | 0.9752 |
Largest Winning Trade | 25927 | 3112 | 25927 | 26299 | 4094 | 26299 |
Largest Losing Trade | -14284 | -3771 | -14284 | -20845 | -4608 | -20845 |
Avg Bars in Trades | 277 | 31 | 530 | 277 | 31 | 530 |
Avg Bars in Winners | 408 | 53 | 599 | 408 | 53 | 599 |
Avg Bars in Losers | 171 | 21 | 430 | 171 | 21 | 430 |
Bars Traded | 24735 | 1401 | 23334 | 24735 | 1401 | 23334 |
Profit Streak | 9.8579 | 10.0245 | 9.8579 | 9.8579 | 10.0245 | 9.8579 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206326 | -587354 | 307327 | -518891 | -587354 | -31844 |
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{ "first_band": { "type": "kcu", "factors": { "length": 185, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 185, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 225, "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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