Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862875.2789 | 598739.4132 | 264135.8656 | 8503243.1486 | 35625543.9317 | -27122300.7831 |
Total P&L (%) | 862.8753 | 598.7394 | 264.1359 | 8503.2431 | 35625.5439 | -27122.3008 |
Avg Daily Profit (%) | 0.4549 | 0.3157 | 0.1393 | 0.2351 | 0.3104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134785 | -67855 | -100446 | -80362039 | -25066231 | -56335997 |
Profit Factor | 2.7807 | 3.1887 | 2.2517 | 1.0773 | 1.8523 | 0.6024 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 65.625 | 60.4167 | 70.8333 | 65.625 | 60.4167 | 70.8333 |
Ratio Avg Win / Avg Loss | 1.4566 | 2.0892 | 0.9272 | 0.5643 | 1.2136 | 0.248 |
Largest Winning Trade | 140315 | 140315 | 51058 | 20325749 | 20325749 | 9975756 |
Largest Losing Trade | -86757 | -35791 | -86757 | -55204590 | -20904553 | -55204590 |
Avg Bars in Trades | 54 | 64 | 44 | 54 | 64 | 44 |
Avg Bars in Winners | 49 | 55 | 45 | 49 | 55 | 45 |
Avg Bars in Losers | 63 | 78 | 43 | 63 | 78 | 43 |
Bars Traded | 5242 | 3097 | 2145 | 5242 | 3097 | 2145 |
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 | 610977 | 596151 | -2824 | -126274 | 461686 | -577988 |
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{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 162, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 162, "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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