Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544715.1668 | 452567.7567 | 92147.41 | 1655992.116 | 1852465.3768 | -196473.2608 |
Total P&L (%) | 544.7152 | 452.5678 | 92.1474 | 1655.9921 | 1852.4654 | -196.4733 |
Avg Daily Profit (%) | 0.2898 | 0.2408 | 0.049 | 0.1526 | 0.1582 | 0 |
Buy And Hold Return (%) | 130.7183 | 130.7183 | 130.7183 | 130.7183 | 130.7183 | 130.7183 |
Max Trade Drawdown | -77687 | -64164 | -53693 | -1218982 | -981684 | -1189004 |
Profit Factor | 2.0737 | 2.702 | 1.3817 | 1.3306 | 1.7822 | 0.9256 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 47.482 | 42.029 | 52.8571 | 47.482 | 42.029 | 52.8571 |
Ratio Avg Win / Avg Loss | 2.2936 | 3.7269 | 1.2323 | 1.4717 | 2.4583 | 0.8255 |
Largest Winning Trade | 244889 | 244889 | 30492 | 1048475 | 1048475 | 552300 |
Largest Losing Trade | -26720 | -26720 | -23122 | -476343 | -476343 | -304610 |
Avg Bars in Trades | 52 | 78 | 28 | 52 | 78 | 28 |
Avg Bars in Winners | 77 | 135 | 31 | 77 | 135 | 31 |
Avg Bars in Losers | 30 | 36 | 24 | 30 | 36 | 24 |
Bars Traded | 7350 | 5389 | 1961 | 7350 | 5389 | 1961 |
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 | 362254 | -94633 | -386172 | 262510 | -93997 | -674310 |
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{ "first_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 24, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 24, "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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