Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335411.6237 | 302045.7843 | 33365.8394 | 1015606.8074 | 1115138.7242 | -99531.9168 |
Total P&L (%) | 335.4116 | 302.0458 | 33.3658 | 1015.6068 | 1115.1387 | -99.5319 |
Avg Daily Profit (%) | 0.4099 | 0.3691 | 0.0408 | 0.2952 | 0.3057 | -0.6534 |
Buy And Hold Return (%) | 414.5945 | 414.5945 | 414.5945 | 414.5945 | 414.5945 | 414.5945 |
Max Trade Drawdown | -74819 | -47539 | -41803 | -877384 | -490248 | -539707 |
Profit Factor | 2.5751 | 3.3209 | 1.403 | 1.5647 | 2.0885 | 0.8714 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 64.557 | 66.6667 | 62.5 | 64.557 | 66.6667 | 62.5 |
Ratio Avg Win / Avg Loss | 1.4138 | 1.6605 | 0.8418 | 0.859 | 1.0443 | 0.5229 |
Largest Winning Trade | 73524 | 73524 | 13790 | 579897 | 579897 | 76500 |
Largest Losing Trade | -38304 | -38304 | -34669 | -443922 | -350513 | -443922 |
Avg Bars in Trades | 118 | 218 | 20 | 118 | 218 | 20 |
Avg Bars in Winners | 91 | 159 | 19 | 91 | 159 | 19 |
Avg Bars in Losers | 167 | 335 | 21 | 167 | 335 | 21 |
Bars Traded | 9322 | 8511 | 811 | 9322 | 8511 | 811 |
Profit Streak | 28.7213 | 0 | 38.138 | 28.7213 | 0 | 38.138 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181136 | -148180 | -301810 | -23577 | 381426 | -577419 |
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 165, "offset": 0, "scalar": 2 } } }
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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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