Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1267977.2754 | 1213371.3507 | 54605.9247 | 1819273.7871 | 3094607.7829 | -1275333.9958 |
Total P&L (%) | 1267.9773 | 1213.3714 | 54.6059 | 1819.2738 | 3094.6078 | -1275.334 |
Avg Daily Profit (%) | 0.6969 | 0.6669 | 0.03 | 0.1625 | 0.1906 | 0 |
Buy And Hold Return (%) | 656.9257 | 656.9257 | 656.9257 | 656.9257 | 656.9257 | 656.9257 |
Max Trade Drawdown | -159273 | -89992 | -85477 | -7368771 | -3448780 | -3919991 |
Profit Factor | 3.439 | 5.2388 | 1.2337 | 1.1542 | 1.5074 | 0.7761 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 47.3118 | 41.3043 | 53.1915 | 47.3118 | 41.3043 | 53.1915 |
Ratio Avg Win / Avg Loss | 3.8298 | 7.4446 | 1.0857 | 1.2854 | 2.1421 | 0.6829 |
Largest Winning Trade | 702492 | 702492 | 33675 | 4813274 | 4813274 | 1100805 |
Largest Losing Trade | -50193 | -50193 | -26749 | -1773432 | -1773432 | -1567970 |
Avg Bars in Trades | 70 | 109 | 33 | 70 | 109 | 33 |
Avg Bars in Winners | 94 | 161 | 43 | 94 | 161 | 43 |
Avg Bars in Losers | 49 | 72 | 20 | 49 | 72 | 20 |
Bars Traded | 6591 | 5032 | 1559 | 6591 | 5032 | 1559 |
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 | 385558 | 316135 | -318394 | -47249 | 198753 | -580283 |
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 4 } } }
# | 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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