Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288473.13 | 250918.6123 | 37554.5177 | 277256.7805 | 386315.2159 | -109058.4354 |
Total P&L (%) | 288.4731 | 250.9186 | 37.5545 | 277.2568 | 386.3152 | -109.0584 |
Avg Daily Profit (%) | 0.2043 | 0.1777 | 0.0266 | 0.0941 | 0.1121 | 0 |
Buy And Hold Return (%) | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 |
Max Trade Drawdown | -78480 | -53888 | -77412 | -361351 | -241277 | -308630 |
Profit Factor | 1.7793 | 2.4805 | 1.1871 | 1.1942 | 1.5693 | 0.8544 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 56.7164 | 61.7647 | 51.5152 | 56.7164 | 61.7647 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.3579 | 1.5356 | 1.1173 | 0.9114 | 0.9715 | 0.8041 |
Largest Winning Trade | 114013 | 114013 | 44113 | 235343 | 235343 | 126253 |
Largest Losing Trade | -45646 | -45646 | -45260 | -240103 | -200840 | -240103 |
Avg Bars in Trades | 60 | 85 | 34 | 60 | 85 | 34 |
Avg Bars in Winners | 68 | 89 | 41 | 68 | 89 | 41 |
Avg Bars in Losers | 50 | 78 | 27 | 50 | 78 | 27 |
Bars Traded | 4046 | 2906 | 1140 | 4046 | 2906 | 1140 |
Profit Streak | 470.6761 | 470.6761 | 508.0094 | 470.6761 | 470.6761 | 508.0094 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111093 | 428131 | -337037 | -197062 | -41928 | -580022 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 69, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 69, "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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