Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450760.0054 | 389604.58 | 61155.4254 | 559640.1465 | 767158.2238 | -207518.0773 |
Total P&L (%) | 450.76 | 389.6046 | 61.1554 | 559.6401 | 767.1582 | -207.5181 |
Avg Daily Profit (%) | 0.2649 | 0.229 | 0.0359 | 0.1109 | 0.127 | 0 |
Buy And Hold Return (%) | 111.4314 | 111.4314 | 111.4314 | 111.4314 | 111.4314 | 111.4314 |
Max Trade Drawdown | -108269 | -81014 | -73167 | -933946 | -646555 | -589475 |
Profit Factor | 1.6825 | 2.1883 | 1.1839 | 1.1292 | 1.3614 | 0.9061 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 49.375 | 47.5 | 51.25 | 49.375 | 47.5 | 51.25 |
Ratio Avg Win / Avg Loss | 1.7251 | 2.4186 | 1.1261 | 1.1577 | 1.5047 | 0.8619 |
Largest Winning Trade | 224891 | 224891 | 46585 | 448953 | 448953 | 241056 |
Largest Losing Trade | -30345 | -28812 | -30345 | -297057 | -277063 | -297057 |
Avg Bars in Trades | 62 | 70 | 53 | 62 | 70 | 53 |
Avg Bars in Winners | 66 | 74 | 59 | 66 | 74 | 59 |
Avg Bars in Losers | 57 | 67 | 46 | 57 | 67 | 46 |
Bars Traded | 9955 | 5674 | 4281 | 9955 | 5674 | 4281 |
Profit Streak | 14.2297 | 28.2297 | 0 | 14.2297 | 28.2297 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373356 | -10527 | -348189 | -123040 | -41395 | -600074 |
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{ "first_band": { "type": "dcm", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 68, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 68, "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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