Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1602594.4219 | 1663566.2319 | -60971.81 | 169194.6034 | 1376340.1425 | -1207145.539 |
Total P&L (%) | 1602.5944 | 1663.5662 | -60.9718 | 169.1946 | 1376.3401 | -1207.1455 |
Avg Daily Profit (%) | 0.8838 | 0.9175 | -0.0336 | 0.0546 | 0.1486 | 0 |
Buy And Hold Return (%) | 700.4184 | 700.4184 | 700.4184 | 700.4184 | 700.4184 | 700.4184 |
Max Trade Drawdown | -122302 | -92836 | -99027 | -1247100 | -577208 | -1211401 |
Profit Factor | 3.3456 | 5.9211 | 0.8234 | 1.0388 | 1.704 | 0.4981 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 39.726 | 36.1111 | 43.2432 | 39.726 | 36.1111 | 43.2432 |
Ratio Avg Win / Avg Loss | 5.0761 | 10.4759 | 1.0807 | 1.5761 | 3.0148 | 0.6537 |
Largest Winning Trade | 1362204 | 1362204 | 71497 | 898592 | 898592 | 254624 |
Largest Losing Trade | -47085 | -47085 | -43757 | -663487 | -374127 | -663487 |
Avg Bars in Trades | 93 | 110 | 77 | 93 | 110 | 77 |
Avg Bars in Winners | 116 | 133 | 102 | 116 | 133 | 102 |
Avg Bars in Losers | 78 | 97 | 57 | 78 | 97 | 57 |
Bars Traded | 6840 | 3980 | 2860 | 6840 | 3980 | 2860 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65605 | 430085 | -581733 | -542750 | -3578 | -583400 |
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{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 52, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 52, "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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