Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950541.7673 | 671567.9368 | 278973.8304 | 57633445.8974 | 20735942.5162 | 36897503.3813 |
Total P&L (%) | 950.5418 | 671.5679 | 278.9738 | 57633.4459 | 20735.9425 | 36897.5034 |
Avg Daily Profit (%) | 0.3801 | 0.2685 | 0.1115 | 0.2546 | 0.2137 | 0.2367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56845 | -57142 | -69096 | -10196568 | -11829285 | -2189051 |
Profit Factor | 3.6361 | 3.8815 | 3.1877 | 2.4809 | 1.6459 | 6.4148 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 59.5238 | 57.1429 | 61.9048 | 59.5238 | 57.1429 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.4726 | 2.9111 | 1.9616 | 1.687 | 1.2344 | 3.9476 |
Largest Winning Trade | 194893 | 194893 | 77771 | 13993830 | 13993830 | 9677260 |
Largest Losing Trade | -38291 | -38291 | -36151 | -7793707 | -7793707 | -2189051 |
Avg Bars in Trades | 57 | 93 | 22 | 57 | 93 | 22 |
Avg Bars in Winners | 62 | 101 | 26 | 62 | 101 | 26 |
Avg Bars in Losers | 50 | 82 | 14 | 50 | 82 | 14 |
Bars Traded | 4851 | 3914 | 936 | 4851 | 3914 | 936 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 651902 | 596424 | -36123 | 538891 | 400678 | 674791 |
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{ "first_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 117, "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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