Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1335540.3549 | 1327840.7164 | 7699.6385 | 643678.4889 | 1168186.1437 | -524507.6547 |
Total P&L (%) | 1335.5404 | 1327.8407 | 7.6996 | 643.6785 | 1168.1861 | -524.5077 |
Avg Daily Profit (%) | 0.7349 | 0.7307 | 0.0042 | 0.1105 | 0.1399 | 0 |
Buy And Hold Return (%) | 715.1915 | 715.1915 | 715.1915 | 715.1915 | 715.1915 | 715.1915 |
Max Trade Drawdown | -179851 | -108350 | -106864 | -1499173 | -763212 | -735961 |
Profit Factor | 3.2148 | 5.1921 | 1.0269 | 1.1822 | 1.6527 | 0.6992 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 43.8202 | 43.1818 | 44.4444 | 43.8202 | 43.1818 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.1215 | 6.8318 | 1.2836 | 1.5156 | 2.1746 | 0.874 |
Largest Winning Trade | 680082 | 680082 | 49038 | 1348562 | 1348562 | 175039 |
Largest Losing Trade | -55242 | -55242 | -41566 | -341787 | -341787 | -268391 |
Avg Bars in Trades | 74 | 106 | 42 | 74 | 106 | 42 |
Avg Bars in Winners | 102 | 145 | 61 | 102 | 145 | 61 |
Avg Bars in Losers | 51 | 75 | 27 | 51 | 75 | 27 |
Bars Traded | 6598 | 4664 | 1933 | 6598 | 4664 | 1933 |
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 | 317361 | 362576 | -545970 | -232065 | -14680 | -582872 |
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 28, "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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