Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286670.813 | 995736.448 | 290934.365 | 26289990.461 | 5640867.6175 | 20649122.8435 |
Total P&L (%) | 1286.6708 | 995.7364 | 290.9344 | 26289.9905 | 5640.8676 | 20649.1228 |
Avg Daily Profit (%) | 0.5552 | 0.4297 | 0.1255 | 0.2409 | 0.1749 | 0.2305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89250 | -103924 | -48848 | -14661999 | -16093108 | -2563856 |
Profit Factor | 2.6548 | 2.8927 | 2.1571 | 1.4886 | 1.1307 | 2.9388 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 54.8148 | 49.2537 | 60.2941 | 54.8148 | 49.2537 | 60.2941 |
Ratio Avg Win / Avg Loss | 2.1884 | 2.9803 | 1.4205 | 1.2271 | 1.165 | 1.9353 |
Largest Winning Trade | 355609 | 355609 | 44716 | 12782312 | 12782312 | 3676409 |
Largest Losing Trade | -58485 | -58485 | -37411 | -5784019 | -5784019 | -2563856 |
Avg Bars in Trades | 48 | 72 | 25 | 48 | 72 | 25 |
Avg Bars in Winners | 53 | 83 | 29 | 53 | 83 | 29 |
Avg Bars in Losers | 42 | 61 | 18 | 42 | 61 | 18 |
Bars Traded | 6568 | 4863 | 1705 | 6568 | 4863 | 1705 |
Profit Streak | 178.0265 | 182.6931 | 178.0265 | 178.0265 | 182.6931 | 178.0265 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666114 | -100089 | -129016 | 431612 | -184525 | -92687 |
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 73, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 73, "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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