Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3414405.424 | 3338713.9341 | 75691.4899 | 42931225.7709 | 43952484.4756 | -1021258.7047 |
Total P&L (%) | 3414.4054 | 3338.7139 | 75.6915 | 42931.2258 | 43952.4845 | -1021.2587 |
Avg Daily Profit (%) | 1.5046 | 1.4713 | 0.0334 | 0.2676 | 0.2686 | 0 |
Buy And Hold Return (%) | 10723.3466 | 10723.3466 | 10723.3466 | 10723.3466 | 10723.3466 | 10723.3466 |
Max Trade Drawdown | -72208 | -89252 | -39113 | -22945118 | -24804004 | -14414652 |
Profit Factor | 8.5102 | 13.3225 | 1.4121 | 1.4338 | 1.8673 | 0.9788 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 10.8102 | 17.7634 | 1.7093 | 1.8213 | 2.4898 | 1.1849 |
Largest Winning Trade | 2586648 | 2586648 | 30079 | 27364568 | 27364568 | 12948018 |
Largest Losing Trade | -35328 | -35328 | -19705 | -11191033 | -8415300 | -11191033 |
Avg Bars in Trades | 103 | 133 | 74 | 103 | 133 | 74 |
Avg Bars in Winners | 160 | 192 | 130 | 160 | 192 | 130 |
Avg Bars in Losers | 59 | 88 | 27 | 59 | 88 | 27 |
Bars Traded | 8723 | 5608 | 3115 | 8723 | 5608 | 3115 |
Profit Streak | 0 | 383.022 | 0 | 0 | 383.022 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145562 | -144894 | -314039 | 227481 | 311072 | -580919 |
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 36, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 36, "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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