Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1426979.1946 | -43456.6547 | -1383522.5399 | -2570528.7512 | -8523221.5619 | 5952692.8106 |
Total P&L (%) | -1426.9792 | -43.4567 | -1383.5225 | -2570.5288 | -8523.2216 | 5952.6928 |
Avg Daily Profit (%) | -0.7872 | -0.024 | -0.7632 | 0 | 0 | 0.2266 |
Buy And Hold Return (%) | 519.3738 | 519.3738 | 519.3738 | 519.3738 | 519.3738 | 519.3738 |
Max Trade Drawdown | -1531954 | -105462 | -1456825 | -10760701 | -8679116 | -3989612 |
Profit Factor | 0.2368 | 0.7917 | 0.1671 | 0.8565 | 0.1875 | 1.8019 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 40 | 17 | 23 | 31 | 13 | 18 |
Losing Trades | 33 | 20 | 13 | 42 | 24 | 18 |
Profitability (%) | 54.7945 | 45.9459 | 63.8889 | 42.4658 | 35.1351 | 50 |
Ratio Avg Win / Avg Loss | 0.1953 | 0.9314 | 0.0944 | 1.1604 | 0.3462 | 1.8019 |
Largest Winning Trade | 44197 | 29493 | 44197 | 9172591 | 442276 | 9172591 |
Largest Losing Trade | -728110 | -75725 | -728110 | -6241477 | -6241477 | -3183982 |
Avg Bars in Trades | 139 | 81 | 199 | 139 | 81 | 199 |
Avg Bars in Winners | 90 | 44 | 123 | 157 | 99 | 198 |
Avg Bars in Losers | 199 | 112 | 333 | 126 | 71 | 199 |
Bars Traded | 10190 | 3018 | 7172 | 10190 | 3018 | 7172 |
Profit Streak | 92.3146 | 168.9812 | 92.3146 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654796 | -580994 | -578420 | -658318 | -586553 | 420511 |
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{ "first_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 2 } } }
# | 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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