Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448785.6951 | 445996.6796 | 2789.0155 | -31639.5358 | -391641.5826 | 360002.0468 |
Total P&L (%) | 448.7857 | 445.9967 | 2.789 | -31.6395 | -391.6416 | 360.002 |
Avg Daily Profit (%) | 0.227 | 0.2256 | 0.0014 | -0.0192 | 0 | 0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218948 | -205906 | -138258 | -1183115 | -1448763 | -578077 |
Profit Factor | 1.4981 | 1.8384 | 1.0076 | 0.9886 | 0.797 | 1.4294 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 52.9915 | 51.7241 | 54.2373 | 52.9915 | 51.7241 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.329 | 1.7158 | 0.8501 | 0.877 | 0.7439 | 1.2061 |
Largest Winning Trade | 109808 | 109808 | 65384 | 588733 | 588733 | 335318 |
Largest Losing Trade | -80708 | -59557 | -80708 | -686411 | -686411 | -534748 |
Avg Bars in Trades | 62 | 81 | 44 | 62 | 81 | 44 |
Avg Bars in Winners | 60 | 76 | 44 | 60 | 76 | 44 |
Avg Bars in Losers | 66 | 86 | 45 | 66 | 86 | 45 |
Bars Traded | 7362 | 4708 | 2654 | 7362 | 4708 | 2654 |
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 | 354425 | -168503 | -746712 | -580079 | -760609 | -265089 |
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 136, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 136, "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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