Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512474.4619 | 533160.2921 | -20685.8302 | -47251.0127 | 157568.4655 | -204819.4782 |
Total P&L (%) | 512.4745 | 533.1603 | -20.6858 | -47.251 | 157.5685 | -204.8195 |
Avg Daily Profit (%) | 0.2051 | 0.2133 | -0.0083 | -0.0256 | 0.0379 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202837 | -165624 | -76963 | -674912 | -365558 | -324555 |
Profit Factor | 1.6205 | 2.081 | 0.9378 | 0.9609 | 1.2369 | 0.6235 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 46.4567 | 44.4444 | 48.4375 | 46.4567 | 44.4444 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.8677 | 2.6013 | 0.9983 | 1.1075 | 1.5462 | 0.6637 |
Largest Winning Trade | 344678 | 344678 | 60120 | 262014 | 262014 | 105892 |
Largest Losing Trade | -40975 | -40975 | -28362 | -184451 | -118338 | -184451 |
Avg Bars in Trades | 114 | 177 | 52 | 114 | 177 | 52 |
Avg Bars in Winners | 140 | 235 | 55 | 140 | 235 | 55 |
Avg Bars in Losers | 92 | 131 | 50 | 92 | 131 | 50 |
Bars Traded | 14573 | 11210 | 3363 | 14573 | 11210 | 3363 |
Profit Streak | 196.9143 | 196.9143 | 207.081 | 196.9143 | 196.9143 | 207.081 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414719 | -136034 | -719206 | -578740 | -289654 | -719206 |
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{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 92, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 92, "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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