Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297423.7466 | 128123.4143 | 169300.3323 | -31477.9516 | -78895.1525 | 47417.2009 |
Total P&L (%) | 297.4237 | 128.1234 | 169.3003 | -31.478 | -78.8952 | 47.4172 |
Avg Daily Profit (%) | 0.1783 | 0.0768 | 0.1015 | -0.0227 | -0.0932 | 0.0233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122699 | -151363 | -49025 | -141494 | -167111 | -73225 |
Profit Factor | 1.3447 | 1.2024 | 1.7368 | 0.9569 | 0.8533 | 1.2473 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Profitability (%) | 60.7759 | 62.069 | 59.4828 | 60.7759 | 62.069 | 59.4828 |
Ratio Avg Win / Avg Loss | 0.8679 | 0.7348 | 1.183 | 0.6175 | 0.5215 | 0.8496 |
Largest Winning Trade | 97404 | 97404 | 28216 | 73699 | 73699 | 20232 |
Largest Losing Trade | -70201 | -70201 | -49025 | -108609 | -108609 | -73225 |
Avg Bars in Trades | 83 | 145 | 22 | 83 | 145 | 22 |
Avg Bars in Winners | 38 | 56 | 20 | 38 | 56 | 20 |
Avg Bars in Losers | 153 | 291 | 24 | 153 | 291 | 24 |
Bars Traded | 19448 | 16874 | 2574 | 19448 | 16874 | 2574 |
Profit Streak | 20.2887 | 20.7887 | 0 | 20.2887 | 20.7887 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334501 | -90682 | -54011 | -577612 | -578906 | -163982 |
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{ "first_band": { "type": "dcm", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 130, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 130, "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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