Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1435847.1319 | 1348964.0122 | 86883.1197 | 1150395.2389 | 98685.4357 | 1051709.8032 |
Total P&L (%) | 1435.8471 | 1348.964 | 86.8831 | 1150.3952 | 98.6854 | 1051.7098 |
Avg Daily Profit (%) | 0.776 | 0.729 | 0.047 | 0.1366 | 0.0371 | 0.1322 |
Buy And Hold Return (%) | 73.2744 | 73.2744 | 73.2744 | 73.2744 | 73.2744 | 73.2744 |
Max Trade Drawdown | -113985 | -142318 | -53648 | -4539371 | -4569416 | -1410204 |
Profit Factor | 4.6468 | 6.5969 | 1.569 | 1.1075 | 1.0149 | 1.2569 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 43.75 | 34.375 | 53.125 | 43.75 | 34.375 | 53.125 |
Ratio Avg Win / Avg Loss | 5.9745 | 12.5941 | 1.3844 | 1.4239 | 1.9376 | 1.1091 |
Largest Winning Trade | 1227250 | 1227250 | 41330 | 3377579 | 3377579 | 899750 |
Largest Losing Trade | -39919 | -33535 | -39919 | -1930465 | -1930465 | -1211219 |
Avg Bars in Trades | 79 | 113 | 46 | 79 | 113 | 46 |
Avg Bars in Winners | 114 | 196 | 62 | 114 | 196 | 62 |
Avg Bars in Losers | 52 | 69 | 28 | 52 | 69 | 28 |
Bars Traded | 5101 | 3618 | 1483 | 5101 | 3618 | 1483 |
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 | -125711 | 539243 | -236096 | -258713 | -410305 | -15978 |
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 41, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 41, "offset": 0, "scalar": 5 } } }
# | 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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