Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370472.9356 | 396642.1051 | -26169.1695 | -28223.6027 | 85465.4856 | -113689.0883 |
Total P&L (%) | 370.4729 | 396.6421 | -26.1692 | -28.2236 | 85.4655 | -113.6891 |
Avg Daily Profit (%) | 0.1985 | 0.2125 | -0.014 | -0.0178 | 0.0331 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197241 | -162169 | -84190 | -486242 | -350751 | -176168 |
Profit Factor | 1.6465 | 2.4149 | 0.9106 | 0.9696 | 1.1833 | 0.7532 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.1558 | 46.1538 | 42.1053 | 44.1558 | 46.1538 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.0824 | 2.8174 | 1.2521 | 1.2262 | 1.3805 | 1.0357 |
Largest Winning Trade | 268926 | 268926 | 49571 | 225172 | 225172 | 83862 |
Largest Losing Trade | -56637 | -46409 | -56637 | -176168 | -134708 | -176168 |
Avg Bars in Trades | 136 | 177 | 94 | 136 | 177 | 94 |
Avg Bars in Winners | 178 | 213 | 138 | 178 | 213 | 138 |
Avg Bars in Losers | 103 | 147 | 61 | 103 | 147 | 61 |
Bars Traded | 10507 | 6928 | 3579 | 10507 | 6928 | 3579 |
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 | -37824 | 390735 | -582168 | -627661 | -169068 | -582168 |
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{ "first_band": { "type": "dcm", "factors": { "length": 34, "offset": 210 } }, "second_band": { "type": "kcu", "factors": { "length": 139, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 34, "offset": 210 } }, "second_band": { "type": "kcu", "factors": { "length": 139, "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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