Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736457.2867 | 650750.1867 | 85707.1 | 9331333.8122 | 9030452.9641 | 300880.8481 |
Total P&L (%) | 736.4573 | 650.7502 | 85.7071 | 9331.3338 | 9030.453 | 300.8808 |
Avg Daily Profit (%) | 0.2939 | 0.2597 | 0.0342 | 0.1816 | 0.1803 | 0.0554 |
Buy And Hold Return (%) | 2316.017 | 2316.017 | 2316.017 | 2316.017 | 2316.017 | 2316.017 |
Max Trade Drawdown | -44031 | -33136 | -22659 | -1245681 | -965789 | -786870 |
Profit Factor | 3.8416 | 4.4868 | 2.1816 | 2.9083 | 3.904 | 1.169 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 55.5556 | 50 | 60.9756 | 55.5556 | 50 | 60.9756 |
Ratio Avg Win / Avg Loss | 3.0733 | 4.4868 | 1.3962 | 2.3266 | 3.904 | 0.7482 |
Largest Winning Trade | 242013 | 242013 | 22397 | 2150637 | 2150637 | 365887 |
Largest Losing Trade | -32051 | -32051 | -13499 | -495610 | -495610 | -352776 |
Avg Bars in Trades | 181 | 331 | 35 | 181 | 331 | 35 |
Avg Bars in Winners | 228 | 464 | 40 | 228 | 464 | 40 |
Avg Bars in Losers | 122 | 198 | 26 | 122 | 198 | 26 |
Bars Traded | 14701 | 13260 | 1441 | 14701 | 13260 | 1441 |
Profit Streak | 28.7604 | 0 | 325.4271 | 28.7604 | 0 | 325.4271 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165009 | -149782 | -307134 | -3779 | 452772 | -318160 |
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{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 82, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 82, "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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