Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022737.7723 | 919267.6059 | 103470.1664 | 4893145.6649 | 6705775.1172 | -1812629.4523 |
Total P&L (%) | 1022.7378 | 919.2676 | 103.4702 | 4893.1457 | 6705.7751 | -1812.6295 |
Avg Daily Profit (%) | 0.5623 | 0.5054 | 0.0569 | 0.2152 | 0.2323 | 0 |
Buy And Hold Return (%) | 726.5898 | 726.5898 | 726.5898 | 726.5898 | 726.5898 | 726.5898 |
Max Trade Drawdown | -127116 | -79460 | -73602 | -12111834 | -6361557 | -6690231 |
Profit Factor | 3.374 | 4.4794 | 1.621 | 1.2122 | 1.5473 | 0.8323 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 44.8276 | 50 | 47.4576 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 3.7355 | 5.5131 | 1.621 | 1.342 | 1.9044 | 0.8323 |
Largest Winning Trade | 309673 | 309673 | 48625 | 10926509 | 10926509 | 1283589 |
Largest Losing Trade | -40183 | -40183 | -21122 | -3839984 | -3839984 | -1620056 |
Avg Bars in Trades | 86 | 130 | 44 | 86 | 130 | 44 |
Avg Bars in Winners | 111 | 165 | 65 | 111 | 165 | 65 |
Avg Bars in Losers | 64 | 101 | 24 | 64 | 101 | 24 |
Bars Traded | 5113 | 3771 | 1342 | 5113 | 3771 | 1342 |
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 | -201876 | -67282 | -279718 | -172950 | 322330 | -580825 |
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{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 3 } } }
# | 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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