Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109256.1728 | 26671.4769 | 82584.6959 | 74138.199 | 39247.0454 | 34891.1535 |
Total P&L (%) | 109.2562 | 26.6715 | 82.5847 | 74.1382 | 39.247 | 34.8912 |
Avg Daily Profit (%) | 0.2098 | 0.0512 | 0.1586 | 0.1066 | 0.0636 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86227 | -12410 | -76992 | -120378 | -14767 | -109268 |
Profit Factor | 1.4937 | 1.6555 | 1.4573 | 1.2341 | 1.7376 | 1.1324 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 48.6726 | 49.1228 | 48.2143 | 48.6726 | 49.1228 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.5752 | 1.7146 | 1.5652 | 1.3014 | 1.7997 | 1.2163 |
Largest Winning Trade | 57855 | 10252 | 57855 | 53684 | 14925 | 53684 |
Largest Losing Trade | -40798 | -4401 | -40798 | -47175 | -4844 | -47175 |
Avg Bars in Trades | 210 | 20 | 403 | 210 | 20 | 403 |
Avg Bars in Winners | 371 | 30 | 725 | 371 | 30 | 725 |
Avg Bars in Losers | 57 | 10 | 103 | 57 | 10 | 103 |
Bars Traded | 23765 | 1165 | 22600 | 23765 | 1165 | 22600 |
Profit Streak | 0 | 0 | 77.456 | 0 | 0 | 77.456 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334748 | -305207 | -170525 | -51835 | -287427 | -373685 |
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{ "first_band": { "type": "kcu", "factors": { "length": 158, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 158, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "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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