Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054349.0058 | 973099.8381 | 81249.1677 | 201526.8761 | 392827.3395 | -191300.4634 |
Total P&L (%) | 1054.349 | 973.0998 | 81.2492 | 201.5269 | 392.8273 | -191.3005 |
Avg Daily Profit (%) | 0.5698 | 0.5259 | 0.0439 | 0.0597 | 0.0862 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130114 | -109665 | -58185 | -840785 | -572823 | -384005 |
Profit Factor | 2.6875 | 3.7569 | 1.2989 | 1.0619 | 1.2199 | 0.8697 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 32.2581 | 21.2766 | 43.4783 | 32.2581 | 21.2766 | 43.4783 |
Ratio Avg Win / Avg Loss | 5.6438 | 13.9006 | 1.6886 | 2.23 | 4.5136 | 1.1306 |
Largest Winning Trade | 931836 | 931836 | 62542 | 931836 | 931836 | 165790 |
Largest Losing Trade | -45957 | -29550 | -45957 | -264037 | -226890 | -264037 |
Avg Bars in Trades | 115 | 116 | 114 | 115 | 116 | 114 |
Avg Bars in Winners | 212 | 265 | 185 | 212 | 265 | 185 |
Avg Bars in Losers | 69 | 75 | 60 | 69 | 75 | 60 |
Bars Traded | 10733 | 5453 | 5280 | 10733 | 5453 | 5280 |
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 | 348263 | -28715 | -135532 | -271204 | -123540 | -581573 |
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{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 41, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 41, "offset": 0, "scalar": 2 } } }
# | 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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