Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353279.7006 | 296891.0719 | 56388.6287 | 367119.0458 | 170926.6443 | 196192.4015 |
Total P&L (%) | 353.2797 | 296.8911 | 56.3886 | 367.119 | 170.9266 | 196.1924 |
Avg Daily Profit (%) | 0.2503 | 0.2104 | 0.04 | 0.1093 | 0.0706 | 0.077 |
Buy And Hold Return (%) | 52.6933 | 52.6933 | 52.6933 | 52.6933 | 52.6933 | 52.6933 |
Max Trade Drawdown | -165321 | -161289 | -34800 | -337954 | -371129 | -46311 |
Profit Factor | 1.8705 | 1.9377 | 1.632 | 1.4583 | 1.2511 | 2.6302 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 63.4409 | 56.5217 | 70.2128 | 63.4409 | 56.5217 | 70.2128 |
Ratio Avg Win / Avg Loss | 1.0779 | 1.4905 | 0.6924 | 0.8404 | 0.9624 | 1.1158 |
Largest Winning Trade | 113055 | 113055 | 21443 | 142279 | 142279 | 61599 |
Largest Losing Trade | -53374 | -53374 | -20515 | -114282 | -114282 | -43768 |
Avg Bars in Trades | 170 | 304 | 38 | 170 | 304 | 38 |
Avg Bars in Winners | 160 | 316 | 38 | 160 | 316 | 38 |
Avg Bars in Losers | 185 | 289 | 38 | 185 | 289 | 38 |
Bars Traded | 15813 | 14016 | 1798 | 15813 | 14016 | 1798 |
Profit Streak | 482.9121 | 482.9121 | 584.6621 | 482.9121 | 482.9121 | 584.6621 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500332 | 391374 | -279096 | -44136 | -101885 | -84661 |
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 202, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 202, "offset": 0, "scalar": 3 } } }
# | 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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