Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604623.2556 | 537362.8418 | 67260.4137 | 1436080.0206 | 1809107.2455 | -373027.2249 |
Total P&L (%) | 604.6233 | 537.3628 | 67.2604 | 1436.08 | 1809.1072 | -373.0272 |
Avg Daily Profit (%) | 0.3329 | 0.2959 | 0.037 | 0.1505 | 0.1625 | 0 |
Buy And Hold Return (%) | 104.4323 | 104.4323 | 104.4323 | 104.4323 | 104.4323 | 104.4323 |
Max Trade Drawdown | -95256 | -85776 | -88538 | -3070022 | -1788766 | -2044318 |
Profit Factor | 2.238 | 3.2626 | 1.2681 | 1.1944 | 1.5416 | 0.9078 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 59.1549 | 60 | 58.3333 | 59.1549 | 60 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5453 | 2.1751 | 0.9058 | 0.8247 | 1.0277 | 0.6485 |
Largest Winning Trade | 182445 | 182445 | 59032 | 1680850 | 1680850 | 667716 |
Largest Losing Trade | -40304 | -40304 | -39943 | -1770616 | -1025703 | -1770616 |
Avg Bars in Trades | 99 | 125 | 73 | 99 | 125 | 73 |
Avg Bars in Winners | 105 | 115 | 94 | 105 | 115 | 94 |
Avg Bars in Losers | 90 | 141 | 43 | 90 | 141 | 43 |
Bars Traded | 7041 | 4403 | 2638 | 7041 | 4403 | 2638 |
Profit Streak | 2.9235 | 0 | 3.9235 | 2.9235 | 0 | 3.9235 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78406 | 545208 | -310190 | -91779 | 380320 | -579990 |
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 122, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 122, "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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