Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849352.3044 | 852259.642 | -2907.3376 | 215591.9815 | -248399.331 | 463991.3125 |
Total P&L (%) | 849.3523 | 852.2596 | -2.9073 | 215.592 | -248.3993 | 463.9913 |
Avg Daily Profit (%) | 0.375 | 0.3763 | -0.0013 | 0.0508 | 0 | 0.0764 |
Buy And Hold Return (%) | 213.0719 | 213.0719 | 213.0719 | 213.0719 | 213.0719 | 213.0719 |
Max Trade Drawdown | -185874 | -193278 | -102397 | -1861224 | -1937236 | -140265 |
Profit Factor | 2.1011 | 2.4722 | 0.9849 | 1.05 | 0.9358 | 2.0536 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 42.8571 | 36.7347 | 48.9796 | 42.8571 | 36.7347 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.8014 | 4.2578 | 1.0259 | 1.4001 | 1.6116 | 2.1392 |
Largest Winning Trade | 430292 | 430292 | 22761 | 940757 | 940757 | 160567 |
Largest Losing Trade | -53312 | -53312 | -43809 | -833398 | -833398 | -78014 |
Avg Bars in Trades | 64 | 115 | 14 | 64 | 115 | 14 |
Avg Bars in Winners | 63 | 132 | 12 | 63 | 132 | 12 |
Avg Bars in Losers | 65 | 105 | 15 | 65 | 105 | 15 |
Bars Traded | 6365 | 5662 | 703 | 6365 | 5662 | 703 |
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 | 316004 | 250977 | -579134 | -455216 | -583062 | -92744 |
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 61, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 61, "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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