Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533878.5766 | 541011.1149 | -7132.5383 | 95345.0648 | -154153.4665 | 249498.5313 |
Total P&L (%) | 533.8786 | 541.0111 | -7.1325 | 95.3451 | -154.1535 | 249.4985 |
Avg Daily Profit (%) | 0.2302 | 0.2333 | -0.0031 | 0.0289 | 0 | 0.054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135545 | -140917 | -83146 | -4410261 | -4373331 | -697029 |
Profit Factor | 1.9505 | 2.253 | 0.9451 | 1.0133 | 0.9754 | 1.2707 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 60.8696 | 61.7647 | 60 | 60.8696 | 61.7647 | 60 |
Ratio Avg Win / Avg Loss | 1.2539 | 1.3947 | 0.6301 | 0.6514 | 0.6038 | 0.8471 |
Largest Winning Trade | 90901 | 90901 | 19209 | 1734300 | 1734300 | 307470 |
Largest Losing Trade | -84492 | -84492 | -30536 | -3889062 | -3889062 | -330370 |
Avg Bars in Trades | 177 | 350 | 8 | 177 | 350 | 8 |
Avg Bars in Winners | 95 | 183 | 7 | 95 | 183 | 7 |
Avg Bars in Losers | 304 | 621 | 9 | 304 | 621 | 9 |
Bars Traded | 12216 | 11929 | 287 | 12216 | 11929 | 287 |
Profit Streak | 0 | 123.488 | 0 | 0 | 123.488 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93701 | 488631 | -579213 | -466473 | -578704 | -121043 |
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{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 63, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 63, "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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