Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247942.7622 | 162498.094 | 85444.6682 | 193906.9182 | -68209.6585 | 262116.5767 |
Total P&L (%) | 247.9428 | 162.4981 | 85.4447 | 193.9069 | -68.2097 | 262.1166 |
Avg Daily Profit (%) | 0.238 | 0.156 | 0.082 | 0.1036 | -0.11 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138028 | -114798 | -51070 | -1064522 | -913472 | -276916 |
Profit Factor | 1.2727 | 1.3318 | 1.2037 | 1.0382 | 0.9756 | 1.1153 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 195 | 84 | 111 | 195 | 84 | 111 |
Losing Trades | 214 | 120 | 94 | 214 | 120 | 94 |
Profitability (%) | 47.6773 | 41.1765 | 54.1463 | 47.6773 | 41.1765 | 54.1463 |
Ratio Avg Win / Avg Loss | 1.3967 | 1.9026 | 1.0194 | 1.1394 | 1.3938 | 0.9445 |
Largest Winning Trade | 92850 | 92850 | 26195 | 509348 | 509348 | 121400 |
Largest Losing Trade | -27870 | -16146 | -27870 | -189286 | -131773 | -189286 |
Avg Bars in Trades | 59 | 79 | 39 | 59 | 79 | 39 |
Avg Bars in Winners | 74 | 116 | 42 | 74 | 116 | 42 |
Avg Bars in Losers | 46 | 54 | 36 | 46 | 54 | 36 |
Bars Traded | 24509 | 16311 | 8198 | 24509 | 16311 | 8198 |
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 | 327517 | 205752 | -82886 | -231982 | -582030 | -122285 |
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 41, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 41, "offset": 0, "scalar": 1 } } }
# | 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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