Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599099.84 | 460053.4187 | 139046.4213 | 1681135.3121 | 946255.2313 | 734880.0808 |
Total P&L (%) | 599.0998 | 460.0534 | 139.0464 | 1681.1353 | 946.2552 | 734.8801 |
Avg Daily Profit (%) | 0.3381 | 0.2596 | 0.0785 | 0.1627 | 0.1326 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73715 | -61439 | -79347 | -1009345 | -793233 | -650174 |
Profit Factor | 2.6567 | 3.6613 | 1.7366 | 1.3924 | 1.4665 | 1.3258 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 38.2353 | 35.2941 | 41.1765 | 38.2353 | 35.2941 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.2916 | 6.7125 | 2.4809 | 2.2493 | 2.6886 | 1.894 |
Largest Winning Trade | 207674 | 207674 | 68288 | 1199703 | 1199703 | 1132331 |
Largest Losing Trade | -34032 | -20083 | -34032 | -398376 | -398376 | -359166 |
Avg Bars in Trades | 75 | 86 | 63 | 75 | 86 | 63 |
Avg Bars in Winners | 139 | 168 | 115 | 139 | 168 | 115 |
Avg Bars in Losers | 34 | 41 | 27 | 34 | 41 | 27 |
Bars Traded | 5104 | 2947 | 2157 | 5104 | 2947 | 2157 |
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 | -104067 | 331479 | -88337 | -108874 | -19137 | -34712 |
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 21, "offset": 249, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 21, "offset": 249, "scalar": 3 } } }
# | 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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