Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155398.1289 | 152252.8623 | 3145.2667 | 113397.1522 | 84013.9461 | 29383.206 |
Total P&L (%) | 155.3981 | 152.2529 | 3.1453 | 113.3972 | 84.0139 | 29.3832 |
Avg Daily Profit (%) | 0.2984 | 0.2923 | 0.006 | 0.1456 | 0.1172 | 0.0495 |
Buy And Hold Return (%) | 55.3919 | 55.3919 | 55.3919 | 55.3919 | 55.3919 | 55.3919 |
Max Trade Drawdown | -120090 | -120024 | -24417 | -493847 | -490357 | -76337 |
Profit Factor | 1.5579 | 1.7598 | 1.0402 | 1.1389 | 1.1346 | 1.1531 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 59.7938 | 64.5833 | 55.102 | 59.7938 | 64.5833 | 55.102 |
Ratio Avg Win / Avg Loss | 1.0475 | 0.9651 | 0.8476 | 0.7658 | 0.6222 | 0.9395 |
Largest Winning Trade | 39556 | 39556 | 15365 | 82054 | 82054 | 81955 |
Largest Losing Trade | -47673 | -47673 | -18880 | -249409 | -249409 | -67626 |
Avg Bars in Trades | 230 | 447 | 18 | 230 | 447 | 18 |
Avg Bars in Winners | 56 | 89 | 17 | 56 | 89 | 17 |
Avg Bars in Losers | 490 | 1101 | 18 | 490 | 1101 | 18 |
Bars Traded | 22385 | 21498 | 887 | 22385 | 21498 | 887 |
Profit Streak | 0 | 11.8062 | 0 | 0 | 11.8062 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280681 | 314016 | -527998 | -73626 | -117799 | -345962 |
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{ "first_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 184, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 184, "offset": 0, "scalar": 5 } } }
# | 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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