Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2292852.4366 | 2245496.4513 | 47355.9853 | 2901373.8105 | 4321961.1964 | -1420587.386 |
Total P&L (%) | 2292.8524 | 2245.4965 | 47.356 | 2901.3738 | 4321.9612 | -1420.5874 |
Avg Daily Profit (%) | 1.0373 | 1.0159 | 0.0214 | 0.154 | 0.1716 | 0 |
Buy And Hold Return (%) | 797.1983 | 797.1983 | 797.1983 | 797.1983 | 797.1983 | 797.1983 |
Max Trade Drawdown | -103692 | -77735 | -103385 | -4648828 | -3233093 | -2373566 |
Profit Factor | 3.7094 | 6.7629 | 1.1037 | 1.1216 | 1.3849 | 0.8876 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Losing Trades | 160 | 76 | 84 | 160 | 76 | 84 |
Profitability (%) | 28.2511 | 32.1429 | 24.3243 | 28.2511 | 32.1429 | 24.3243 |
Ratio Avg Win / Avg Loss | 9.4206 | 14.2773 | 3.4338 | 2.8485 | 2.9236 | 2.7613 |
Largest Winning Trade | 2048380 | 2048380 | 60830 | 6052807 | 6052807 | 2010999 |
Largest Losing Trade | -20759 | -17072 | -20759 | -1171728 | -816733 | -1171728 |
Avg Bars in Trades | 58 | 40 | 76 | 58 | 40 | 76 |
Avg Bars in Winners | 150 | 91 | 229 | 150 | 91 | 229 |
Avg Bars in Losers | 21 | 15 | 27 | 21 | 15 | 27 |
Bars Traded | 13003 | 4502 | 8501 | 13003 | 4502 | 8501 |
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 | 96499 | 410650 | -468405 | -94894 | 45189 | -611051 |
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{ "first_band": { "type": "kcu", "factors": { "length": 163, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 163, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "offset": 0 } } }
# | 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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