Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975928.8211 | 864865.7576 | 111063.0635 | 5760451.08 | 3849306.0968 | 1911144.9832 |
Total P&L (%) | 975.9288 | 864.8658 | 111.0631 | 5760.4511 | 3849.3061 | 1911.145 |
Avg Daily Profit (%) | 0.5192 | 0.4602 | 0.0591 | 0.2168 | 0.1958 | 0.1598 |
Buy And Hold Return (%) | 255.5528 | 255.5528 | 255.5528 | 255.5528 | 255.5528 | 255.5528 |
Max Trade Drawdown | -89886 | -57489 | -91338 | -5870940 | -2693306 | -5460753 |
Profit Factor | 2.757 | 4.7416 | 1.3425 | 1.356 | 1.6215 | 1.1913 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 49.1071 | 46.4286 | 51.7857 | 49.1071 | 46.4286 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.8572 | 5.471 | 1.2499 | 1.4053 | 1.871 | 1.1092 |
Largest Winning Trade | 351518 | 351518 | 55299 | 3442703 | 3442703 | 2130899 |
Largest Losing Trade | -39767 | -22999 | -39767 | -4529304 | -1375639 | -4529304 |
Avg Bars in Trades | 95 | 68 | 123 | 95 | 68 | 123 |
Avg Bars in Winners | 148 | 97 | 194 | 148 | 97 | 194 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 10731 | 3825 | 6906 | 10731 | 3825 | 6906 |
Profit Streak | 0 | 69.1436 | 0 | 0 | 69.1436 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489406 | -165788 | -459275 | 308081 | -169814 | -182198 |
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{ "first_band": { "type": "kcu", "factors": { "length": 213, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 213, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "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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