Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1280475.5308 | 1183850.8006 | 96624.7302 | 4168092.7027 | 1761324.6735 | 2406768.0291 |
Total P&L (%) | 1280.4755 | 1183.8508 | 96.6247 | 4168.0927 | 1761.3247 | 2406.768 |
Avg Daily Profit (%) | 0.5886 | 0.5442 | 0.0444 | 0.1727 | 0.1345 | 0.1482 |
Buy And Hold Return (%) | 448.6239 | 448.6239 | 448.6239 | 448.6239 | 448.6239 | 448.6239 |
Max Trade Drawdown | -112948 | -115369 | -127093 | -3671837 | -2325573 | -2308070 |
Profit Factor | 3.2433 | 4.6635 | 1.3901 | 1.44 | 1.3032 | 1.6569 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 53.0864 | 48.7805 | 57.5 | 53.0864 | 48.7805 | 57.5 |
Ratio Avg Win / Avg Loss | 2.8661 | 4.8967 | 1.0275 | 1.2725 | 1.3683 | 1.2247 |
Largest Winning Trade | 797541 | 797541 | 39057 | 2679043 | 2679043 | 1483681 |
Largest Losing Trade | -51876 | -51876 | -38917 | -1514322 | -1208008 | -1514322 |
Avg Bars in Trades | 102 | 141 | 63 | 102 | 141 | 63 |
Avg Bars in Winners | 108 | 146 | 75 | 108 | 146 | 75 |
Avg Bars in Losers | 96 | 136 | 46 | 96 | 136 | 46 |
Bars Traded | 8331 | 5796 | 2534 | 8331 | 5796 | 2534 |
Profit Streak | 0 | 0 | 84.8381 | 0 | 0 | 84.8381 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1559 | 527649 | -297170 | -7133 | -15692 | 277118 |
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{ "first_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 141, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 141, "offset": 0, "scalar": 3 } } }
# | 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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