Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378849.195 | 1467030.3725 | -88181.1775 | 3795.4347 | 368530.6466 | -364735.2119 |
Total P&L (%) | 1378.8492 | 1467.0304 | -88.1812 | 3.7954 | 368.5306 | -364.7352 |
Avg Daily Profit (%) | 0.7591 | 0.8076 | -0.0485 | 0.0021 | 0.0851 | 0 |
Buy And Hold Return (%) | 645.7406 | 645.7406 | 645.7406 | 645.7406 | 645.7406 | 645.7406 |
Max Trade Drawdown | -183461 | -168556 | -106247 | -921392 | -627674 | -529381 |
Profit Factor | 2.5439 | 3.3504 | 0.6721 | 1.0014 | 1.1958 | 0.5865 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 37.5723 | 33.7209 | 41.3793 | 37.5723 | 33.7209 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.2269 | 6.5854 | 0.9521 | 1.6638 | 2.3505 | 0.8308 |
Largest Winning Trade | 1046279 | 1046279 | 23770 | 655832 | 655832 | 170795 |
Largest Losing Trade | -48688 | -48688 | -29983 | -336591 | -336591 | -114304 |
Avg Bars in Trades | 122 | 202 | 43 | 122 | 202 | 43 |
Avg Bars in Winners | 190 | 358 | 55 | 190 | 358 | 55 |
Avg Bars in Losers | 81 | 123 | 35 | 81 | 123 | 35 |
Bars Traded | 21230 | 17438 | 3792 | 21230 | 17438 | 3792 |
Profit Streak | 0 | 85.6277 | 0 | 0 | 85.6277 | 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 | 279093 | 302607 | -584452 | -577682 | -255250 | -584452 |
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{ "first_band": { "type": "dcm", "factors": { "length": 49, "offset": 105 } }, "second_band": { "type": "kcu", "factors": { "length": 94, "offset": 0, "scalar": 5 } } }
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# | 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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