Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795456.929 | 585420.5256 | 210036.4034 | 2707070.3817 | -950911.5251 | 3657981.9069 |
Total P&L (%) | 795.4569 | 585.4205 | 210.0364 | 2707.0704 | -950.9115 | 3657.9819 |
Avg Daily Profit (%) | 0.4184 | 0.3079 | 0.1105 | 0.1755 | 0 | 0.1909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118136 | -125445 | -46821 | -4926120 | -5270156 | -514701 |
Profit Factor | 2.4637 | 2.2933 | 3.3126 | 1.2203 | 0.9128 | 3.6384 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 18 | 34 | 52 | 18 | 34 |
Losing Trades | 39 | 27 | 12 | 39 | 27 | 12 |
Profitability (%) | 57.1429 | 40 | 73.913 | 57.1429 | 40 | 73.913 |
Ratio Avg Win / Avg Loss | 1.8478 | 3.44 | 1.1692 | 0.9153 | 1.3691 | 1.2841 |
Largest Winning Trade | 204448 | 204448 | 40634 | 2201859 | 2201859 | 1616595 |
Largest Losing Trade | -59282 | -59282 | -32467 | -3459489 | -3459489 | -466856 |
Avg Bars in Trades | 120 | 211 | 32 | 120 | 211 | 32 |
Avg Bars in Winners | 119 | 282 | 33 | 119 | 282 | 33 |
Avg Bars in Losers | 122 | 164 | 28 | 122 | 164 | 28 |
Bars Traded | 11000 | 9520 | 1479 | 11000 | 9520 | 1479 |
Profit Streak | 517.2602 | 517.2602 | 526.4269 | 517.2602 | 517.2602 | 526.4269 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615724 | 363148 | -35784 | 297480 | -582350 | 653547 |
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{ "first_band": { "type": "dcm", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 128, "offset": 0, "scalar": 4 } } }
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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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