Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869693.263 | 805272.0293 | 64421.2337 | 25616845.106 | 24218311.7969 | 1398533.3091 |
Total P&L (%) | 869.6933 | 805.272 | 64.4212 | 25616.8451 | 24218.3118 | 1398.5333 |
Avg Daily Profit (%) | 0.464 | 0.4296 | 0.0344 | 0.2965 | 0.2935 | 0.1445 |
Buy And Hold Return (%) | 5860.3081 | 5860.3081 | 5860.3081 | 5860.3081 | 5860.3081 | 5860.3081 |
Max Trade Drawdown | -103545 | -84689 | -172149 | -4827986 | -3142028 | -5366605 |
Profit Factor | 2.2263 | 3.2759 | 1.1813 | 1.9529 | 2.9531 | 1.0966 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Losing Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Profitability (%) | 58.0838 | 65.0602 | 51.1905 | 58.0838 | 65.0602 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.6066 | 1.7593 | 1.1263 | 1.4093 | 1.5859 | 1.0456 |
Largest Winning Trade | 93915 | 93915 | 45367 | 6617685 | 6617685 | 2663506 |
Largest Losing Trade | -61867 | -61867 | -32930 | -3316007 | -2865667 | -3316007 |
Avg Bars in Trades | 42 | 62 | 23 | 42 | 62 | 23 |
Avg Bars in Winners | 49 | 68 | 26 | 49 | 68 | 26 |
Avg Bars in Losers | 33 | 50 | 20 | 33 | 50 | 20 |
Bars Traded | 7159 | 5150 | 2009 | 7159 | 5150 | 2009 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149324 | -147617 | -333775 | 413683 | 513728 | -279688 |
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 1 } } }
# | 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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