Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338034.0874 | 272733.7652 | 65300.3222 | 565401.5814 | 536627.5378 | 28774.0436 |
Total P&L (%) | 338.0341 | 272.7338 | 65.3003 | 565.4016 | 536.6275 | 28.774 |
Avg Daily Profit (%) | 0.3245 | 0.2618 | 0.0627 | 0.1821 | 0.1779 | 0.0243 |
Buy And Hold Return (%) | 128.9655 | 128.9655 | 128.9655 | 128.9655 | 128.9655 | 128.9655 |
Max Trade Drawdown | -113861 | -90216 | -32037 | -1379948 | -1075012 | -414865 |
Profit Factor | 1.7942 | 1.8761 | 1.5713 | 1.1612 | 1.2135 | 1.0289 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 53.7879 | 46.9697 | 60.6061 | 53.7879 | 46.9697 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.5415 | 2.1182 | 1.0213 | 0.9976 | 1.3701 | 0.6688 |
Largest Winning Trade | 106997 | 106997 | 14705 | 711043 | 711043 | 89924 |
Largest Losing Trade | -38114 | -38114 | -15625 | -462805 | -462805 | -224864 |
Avg Bars in Trades | 180 | 311 | 49 | 180 | 311 | 49 |
Avg Bars in Winners | 190 | 370 | 51 | 190 | 370 | 51 |
Avg Bars in Losers | 168 | 259 | 47 | 168 | 259 | 47 |
Bars Traded | 23832 | 20536 | 3296 | 23832 | 20536 | 3296 |
Profit Streak | 0 | 83.6959 | 0 | 0 | 83.6959 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341329 | -119491 | -396063 | -38055 | -119753 | -639400 |
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{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 165, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 165, "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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