Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620688.8947 | 515199.1585 | 105489.7362 | 1863514.5912 | 1973635.4074 | -110120.8162 |
Total P&L (%) | 620.6889 | 515.1992 | 105.4897 | 1863.5146 | 1973.6354 | -110.1208 |
Avg Daily Profit (%) | 0.3427 | 0.2845 | 0.0582 | 0.1645 | 0.1676 | 0 |
Buy And Hold Return (%) | 157.5674 | 157.5674 | 157.5674 | 157.5674 | 157.5674 | 157.5674 |
Max Trade Drawdown | -94976 | -74107 | -50485 | -3154630 | -1895699 | -1759541 |
Profit Factor | 2.2834 | 2.4978 | 1.7554 | 1.1885 | 1.2823 | 0.962 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 62.6667 | 62.1622 | 63.1579 | 62.6667 | 62.1622 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.3603 | 1.5204 | 1.024 | 0.708 | 0.7805 | 0.5611 |
Largest Winning Trade | 132843 | 132843 | 32168 | 2455359 | 2455359 | 408327 |
Largest Losing Trade | -51621 | -51621 | -42861 | -1230672 | -1230672 | -740381 |
Avg Bars in Trades | 92 | 154 | 31 | 92 | 154 | 31 |
Avg Bars in Winners | 62 | 97 | 28 | 62 | 97 | 28 |
Avg Bars in Losers | 143 | 249 | 37 | 143 | 249 | 37 |
Bars Traded | 6936 | 5727 | 1209 | 6936 | 5727 | 1209 |
Profit Streak | 101.5207 | 111.5207 | 101.5207 | 101.5207 | 111.5207 | 101.5207 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48182 | 489042 | -276422 | -65530 | 324158 | -578498 |
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{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 157, "offset": 0, "scalar": 2 } } }
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# | 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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