Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804064.2674 | 597239.9913 | 206824.2761 | 12582536.6035 | 6764222.7761 | 5818313.8275 |
Total P&L (%) | 804.0643 | 597.24 | 206.8243 | 12582.5366 | 6764.2228 | 5818.3138 |
Avg Daily Profit (%) | 0.5697 | 0.4232 | 0.1465 | 0.3437 | 0.3001 | 0.2896 |
Buy And Hold Return (%) | 81.2075 | 81.2075 | 81.2075 | 81.2075 | 81.2075 | 81.2075 |
Max Trade Drawdown | -97872 | -73566 | -47501 | -2059958 | -1369933 | -2059958 |
Profit Factor | 2.2095 | 2.3185 | 1.9763 | 2.9863 | 3.0291 | 2.9387 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 60.8187 | 60 | 61.6279 | 60.8187 | 60 | 61.6279 |
Ratio Avg Win / Avg Loss | 1.4234 | 1.5457 | 1.2305 | 1.9239 | 2.0194 | 1.8298 |
Largest Winning Trade | 155136 | 155136 | 39854 | 2436958 | 1530498 | 2436958 |
Largest Losing Trade | -59523 | -59523 | -35475 | -2059958 | -731120 | -2059958 |
Avg Bars in Trades | 96 | 142 | 51 | 96 | 142 | 51 |
Avg Bars in Winners | 94 | 141 | 49 | 94 | 141 | 49 |
Avg Bars in Losers | 100 | 144 | 54 | 100 | 144 | 54 |
Bars Traded | 16566 | 12130 | 4436 | 16566 | 12130 | 4436 |
Profit Streak | 0 | 471.9371 | 0 | 0 | 471.9371 | 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 | 597213 | 582916 | 114438 | 621645 | 594409 | 571533 |
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 183, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 183, "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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