Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -230961.762 | -54.7014 | -230907.0606 | 746294.7708 | -525524.0332 | 1271818.804 |
Total P&L (%) | -230.9618 | -0.0547 | -230.9071 | 746.2948 | -525.524 | 1271.8188 |
Avg Daily Profit (%) | -0.1706 | 0 | -0.1706 | 0.1579 | 0 | 0.1937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -444418 | -72936 | -455247 | -726655 | -921964 | -320026 |
Profit Factor | 0.7542 | 0.9998 | 0.6126 | 1.2679 | 0.723 | 2.4309 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 76 | 32 | 44 | 66 | 32 | 34 |
Losing Trades | 56 | 34 | 22 | 66 | 34 | 32 |
Profitability (%) | 57.5758 | 48.4848 | 66.6667 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.5557 | 1.0623 | 0.3063 | 1.2679 | 0.7682 | 2.2879 |
Largest Winning Trade | 42645 | 42645 | 34214 | 585995 | 196669 | 585995 |
Largest Losing Trade | -367890 | -37122 | -367890 | -479759 | -479759 | -258262 |
Avg Bars in Trades | 36 | 28 | 44 | 36 | 28 | 44 |
Avg Bars in Winners | 26 | 25 | 26 | 34 | 24 | 43 |
Avg Bars in Losers | 50 | 32 | 79 | 38 | 33 | 45 |
Bars Traded | 4836 | 1894 | 2942 | 4836 | 1894 | 2942 |
Profit Streak | 107.3384 | 107.3384 | 107.5884 | 107.3384 | 107.3384 | 107.5884 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578054 | -702645 | -701839 | 335063 | -704311 | -110410 |
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{ "first_band": { "type": "kcu", "factors": { "length": 9, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 9, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "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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