Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473352.1488 | 1341083.6547 | 132268.4942 | 8288878.8514 | 11292616.3963 | -3003737.5449 |
Total P&L (%) | 1473.3521 | 1341.0837 | 132.2685 | 8288.8789 | 11292.6164 | -3003.7375 |
Avg Daily Profit (%) | 0.8115 | 0.7387 | 0.0729 | 0.2443 | 0.2612 | 0 |
Buy And Hold Return (%) | 698.8966 | 698.8966 | 698.8966 | 698.8966 | 698.8966 | 698.8966 |
Max Trade Drawdown | -107319 | -56084 | -58912 | -23164936 | -11270941 | -12604026 |
Profit Factor | 4.6002 | 6.6402 | 1.7714 | 1.2084 | 1.5293 | 0.837 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 49.2754 | 41.1765 | 57.1429 | 49.2754 | 41.1765 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.7355 | 9.486 | 1.3286 | 1.244 | 2.1847 | 0.6278 |
Largest Winning Trade | 702990 | 702990 | 46472 | 17349661 | 17349661 | 3722878 |
Largest Losing Trade | -39668 | -39668 | -26995 | -6727422 | -6727422 | -6719673 |
Avg Bars in Trades | 99 | 148 | 51 | 99 | 148 | 51 |
Avg Bars in Winners | 115 | 178 | 71 | 115 | 178 | 71 |
Avg Bars in Losers | 83 | 127 | 23 | 83 | 127 | 23 |
Bars Traded | 6839 | 5054 | 1785 | 6839 | 5054 | 1785 |
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 | -92049 | 370503 | -258279 | -98618 | 277496 | -579861 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 47, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 47, "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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