Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319960.7531 | 304136.4465 | 15824.3065 | 102260.8232 | 604331.9711 | -502071.1479 |
Total P&L (%) | 319.9608 | 304.1364 | 15.8243 | 102.2608 | 604.332 | -502.0711 |
Avg Daily Profit (%) | 0.2611 | 0.2482 | 0.0129 | 0.0575 | 0.1594 | 0 |
Buy And Hold Return (%) | 41.6031 | 41.6031 | 41.6031 | 41.6031 | 41.6031 | 41.6031 |
Max Trade Drawdown | -152434 | -119930 | -77646 | -1430911 | -852882 | -704930 |
Profit Factor | 1.4892 | 2.0463 | 1.0436 | 1.026 | 1.3743 | 0.7839 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 42.7632 | 38.1579 | 47.3684 | 42.7632 | 38.1579 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.9933 | 3.3164 | 1.1595 | 1.3732 | 2.2273 | 0.871 |
Largest Winning Trade | 176073 | 176073 | 32800 | 772526 | 772526 | 221923 |
Largest Losing Trade | -23465 | -20970 | -23465 | -288018 | -233396 | -288018 |
Avg Bars in Trades | 93 | 122 | 65 | 93 | 122 | 65 |
Avg Bars in Winners | 119 | 174 | 75 | 119 | 174 | 75 |
Avg Bars in Losers | 74 | 90 | 56 | 74 | 90 | 56 |
Bars Traded | 14284 | 9312 | 4972 | 14284 | 9312 | 4972 |
Profit Streak | 0 | 13.8433 | 0 | 0 | 13.8433 | 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 | 305166 | -41542 | -564467 | -313956 | -44125 | -631259 |
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 56, "offset": 0, "scalar": 3 } } }
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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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