Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9485065.1985 | 9581975.6803 | -96910.4818 | 157566.4996 | 561989.8937 | -404423.3941 |
Total P&L (%) | 9485.0652 | 9581.9757 | -96.9105 | 157.5665 | 561.9899 | -404.4234 |
Avg Daily Profit (%) | 4.8307 | 4.88 | -0.0494 | 0.0482 | 0.0963 | 0 |
Buy And Hold Return (%) | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 |
Max Trade Drawdown | -213691 | -99025 | -128844 | -794817 | -440937 | -577053 |
Profit Factor | 15.4272 | 28.2119 | 0.6826 | 1.0793 | 1.5568 | 0.5868 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 18.5127 | 33.8543 | 0.8191 | 1.2951 | 1.8682 | 0.7042 |
Largest Winning Trade | 9728071 | 9728071 | 25981 | 847240 | 847240 | 132451 |
Largest Losing Trade | -33979 | -33979 | -32503 | -269797 | -191361 | -269797 |
Avg Bars in Trades | 86 | 128 | 44 | 86 | 128 | 44 |
Avg Bars in Winners | 120 | 192 | 47 | 120 | 192 | 47 |
Avg Bars in Losers | 58 | 74 | 41 | 58 | 74 | 41 |
Bars Traded | 7591 | 5651 | 1941 | 7591 | 5651 | 1941 |
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 | 820944 | 816256 | -582487 | -429198 | -228702 | -582487 |
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{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 43, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 43, "offset": 0, "scalar": 4 } } }
# | 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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