Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672161.26 | 551653.5626 | 120507.6974 | 3153570.7542 | 2923847.4269 | 229723.3273 |
Total P&L (%) | 672.1613 | 551.6536 | 120.5077 | 3153.5708 | 2923.8474 | 229.7233 |
Avg Daily Profit (%) | 0.4761 | 0.3907 | 0.0854 | 0.247 | 0.2418 | 0.0845 |
Buy And Hold Return (%) | 60.2041 | 60.2041 | 60.2041 | 60.2041 | 60.2041 | 60.2041 |
Max Trade Drawdown | -73507 | -97297 | -57980 | -1328325 | -1484116 | -1057492 |
Profit Factor | 2.1908 | 2.7228 | 1.4933 | 1.3949 | 1.6748 | 1.0629 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 54.4554 | 56.8627 | 52 | 54.4554 | 56.8627 | 52 |
Ratio Avg Win / Avg Loss | 1.8323 | 2.0656 | 1.3785 | 1.1667 | 1.2705 | 0.9811 |
Largest Winning Trade | 178917 | 178917 | 56979 | 1097167 | 1097167 | 889490 |
Largest Losing Trade | -38959 | -28643 | -38959 | -1142760 | -1142760 | -909721 |
Avg Bars in Trades | 79 | 85 | 73 | 79 | 85 | 73 |
Avg Bars in Winners | 71 | 75 | 68 | 71 | 75 | 68 |
Avg Bars in Losers | 89 | 98 | 80 | 89 | 98 | 80 |
Bars Traded | 8050 | 4355 | 3696 | 8050 | 4355 | 3696 |
Profit Streak | 0 | 0 | 515.3853 | 0 | 0 | 515.3853 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554843 | -164302 | -263822 | 358183 | -168709 | -414681 |
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{ "first_band": { "type": "dcm", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "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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