Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -76594.7114 | -27943.0549 | -48651.6565 | -1379473.5303 | 1322952.397 | -2702425.9273 |
Total P&L (%) | -76.5947 | -27.9431 | -48.6517 | -1379.4735 | 1322.9524 | -2702.4259 |
Avg Daily Profit (%) | -0.0476 | -0.0174 | -0.0303 | 0 | 0.1652 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -412095 | -86830 | -331078 | -3271229 | -336917 | -3330564 |
Profit Factor | 0.8679 | 0.8476 | 0.8772 | 0.6882 | 3.185 | 0.2923 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 15 | 24 | 39 | 18 | 21 |
Losing Trades | 32 | 20 | 12 | 32 | 17 | 15 |
Profitability (%) | 54.9296 | 42.8571 | 66.6667 | 54.9296 | 51.4286 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.7121 | 1.1302 | 0.4386 | 0.5647 | 3.008 | 0.2088 |
Largest Winning Trade | 54239 | 36102 | 54239 | 743842 | 743842 | 171981 |
Largest Losing Trade | -329989 | -43910 | -329989 | -2821760 | -199969 | -2821760 |
Avg Bars in Trades | 63 | 48 | 78 | 63 | 48 | 78 |
Avg Bars in Winners | 57 | 36 | 71 | 74 | 59 | 86 |
Avg Bars in Losers | 69 | 56 | 91 | 50 | 35 | 66 |
Bars Traded | 4498 | 1680 | 2818 | 4498 | 1680 | 2818 |
Profit Streak | 46.2573 | 0 | 78.9239 | 0 | 76.2573 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670581 | -581898 | -577656 | -671138 | 524194 | -579699 |
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{ "first_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 7, "offset": 202 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 7, "offset": 202 } } }
# | 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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