Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721571.9554 | 617416.2963 | 104155.6591 | 1168139.7781 | 447112.5119 | 721027.2662 |
Total P&L (%) | 721.572 | 617.4163 | 104.1557 | 1168.1398 | 447.1125 | 721.0273 |
Avg Daily Profit (%) | 0.2885 | 0.2469 | 0.0416 | 0.1016 | 0.068 | 0.0842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110832 | -93962 | -63655 | -439295 | -507795 | -163951 |
Profit Factor | 1.9496 | 2.4177 | 1.3211 | 1.5228 | 1.2785 | 2.1466 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 48 | 42 | 54 | 48 | 42 | 54 |
Ratio Avg Win / Avg Loss | 2.1121 | 3.3387 | 1.1254 | 1.6497 | 1.7655 | 1.8286 |
Largest Winning Trade | 179503 | 179503 | 54235 | 374180 | 374180 | 232134 |
Largest Losing Trade | -51246 | -51246 | -41043 | -439295 | -439295 | -163951 |
Avg Bars in Trades | 72 | 79 | 65 | 72 | 79 | 65 |
Avg Bars in Winners | 75 | 81 | 71 | 75 | 81 | 71 |
Avg Bars in Losers | 69 | 78 | 58 | 69 | 78 | 58 |
Bars Traded | 7259 | 3977 | 3283 | 7259 | 3977 | 3283 |
Profit Streak | 0 | 0 | 70.3288 | 0 | 0 | 70.3288 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431485 | -170121 | -316044 | -54856 | -284275 | -254995 |
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{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 128, "offset": 0, "scalar": 2 } } }
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# | 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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