Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555649.7105 | 470350.758 | 85298.9524 | 9956818.6654 | 10401519.8565 | -444701.1912 |
Total P&L (%) | 555.6497 | 470.3508 | 85.299 | 9956.8187 | 10401.5199 | -444.7012 |
Avg Daily Profit (%) | 0.2222 | 0.1881 | 0.0341 | 0.1845 | 0.1863 | 0 |
Buy And Hold Return (%) | 2493.6777 | 2493.6777 | 2493.6777 | 2493.6777 | 2493.6777 | 2493.6777 |
Max Trade Drawdown | -36867 | -42278 | -36970 | -1335197 | -678510 | -2409199 |
Profit Factor | 3.2696 | 4.3331 | 1.8225 | 2.6382 | 5.2113 | 0.8767 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 67.7686 | 71.6667 | 63.9344 | 67.7686 | 71.6667 | 63.9344 |
Ratio Avg Win / Avg Loss | 1.5551 | 1.7131 | 1.0281 | 1.2547 | 2.0603 | 0.4946 |
Largest Winning Trade | 50827 | 50827 | 18604 | 1271550 | 1271550 | 485187 |
Largest Losing Trade | -31979 | -31979 | -20772 | -1116679 | -477394 | -1116679 |
Avg Bars in Trades | 120 | 225 | 17 | 120 | 225 | 17 |
Avg Bars in Winners | 104 | 184 | 17 | 104 | 184 | 17 |
Avg Bars in Losers | 153 | 329 | 17 | 153 | 329 | 17 |
Bars Traded | 14565 | 13505 | 1060 | 14565 | 13505 | 1060 |
Profit Streak | 59.8056 | 60.3056 | 59.8056 | 59.8056 | 60.3056 | 59.8056 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147698 | -316764 | -469796 | 475169 | -152011 | -739814 |
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 131, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 131, "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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