Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630618.1953 | 409208.5588 | 221409.6366 | 2311427.5451 | -684249.6921 | 2995677.2372 |
Total P&L (%) | 630.6182 | 409.2086 | 221.4096 | 2311.4275 | -684.2497 | 2995.6772 |
Avg Daily Profit (%) | 0.3315 | 0.2151 | 0.1164 | 0.1675 | 0 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82648 | -107485 | -46756 | -2291505 | -3113651 | -661340 |
Profit Factor | 2.5592 | 2.719 | 2.3306 | 1.3048 | 0.8795 | 2.5725 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 56.8966 | 48.2759 | 65.5172 | 56.8966 | 48.2759 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.9388 | 2.9132 | 1.2266 | 0.9885 | 0.9423 | 1.354 |
Largest Winning Trade | 196299 | 196299 | 58180 | 1284366 | 1284366 | 1014129 |
Largest Losing Trade | -49342 | -49342 | -46756 | -1815217 | -1815217 | -661340 |
Avg Bars in Trades | 93 | 85 | 100 | 93 | 85 | 100 |
Avg Bars in Winners | 120 | 118 | 121 | 120 | 118 | 121 |
Avg Bars in Losers | 57 | 55 | 58 | 57 | 55 | 58 |
Bars Traded | 5394 | 2491 | 2903 | 5394 | 2491 | 2903 |
Profit Streak | 0 | 0 | 571.5686 | 0 | 0 | 571.5686 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164564 | 439648 | -31378 | -172399 | -581503 | 524922 |
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 57, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 57, "offset": 0, "scalar": 2 } } }
# | 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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