Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104878.0309 | 45042.6331 | 59835.3978 | 111665.1591 | 41973.8528 | 69691.3062 |
Total P&L (%) | 104.878 | 45.0426 | 59.8354 | 111.6652 | 41.9739 | 69.6913 |
Avg Daily Profit (%) | 0.4027 | 0.173 | 0.2298 | 0.2883 | 0.1347 | 0.2033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77372 | -47733 | -46206 | -78031 | -54831 | -43496 |
Profit Factor | 1.3737 | 1.3107 | 1.4409 | 1.3879 | 1.2788 | 1.5075 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 61.7778 | 60.7143 | 62.8319 | 61.7778 | 60.7143 | 62.8319 |
Ratio Avg Win / Avg Loss | 0.8499 | 0.8481 | 0.8524 | 0.8587 | 0.8275 | 0.8918 |
Largest Winning Trade | 15644 | 15644 | 12804 | 15775 | 15775 | 14691 |
Largest Losing Trade | -33018 | -20920 | -33018 | -30476 | -27902 | -30476 |
Avg Bars in Trades | 105 | 139 | 72 | 105 | 139 | 72 |
Avg Bars in Winners | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Losers | 171 | 254 | 84 | 171 | 254 | 84 |
Bars Traded | 23789 | 15575 | 8214 | 23789 | 15575 | 8214 |
Profit Streak | 0 | 6.9326 | 0 | 0 | 6.9326 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343076 | 162734 | 233660 | 311017 | -16583 | 263806 |
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 233, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 233, "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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