Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1832603.8966 | 1693289.7004 | 139314.1962 | 115771784.801 | 116686928.6004 | -915143.7994 |
Total P&L (%) | 1832.6039 | 1693.2897 | 139.3142 | 115771.7848 | 116686.9286 | -915.1438 |
Avg Daily Profit (%) | 0.987 | 0.912 | 0.075 | 0.3807 | 0.3811 | 0 |
Buy And Hold Return (%) | 8746.2451 | 8746.2451 | 8746.2451 | 8746.2451 | 8746.2451 | 8746.2451 |
Max Trade Drawdown | -73970 | -69410 | -49313 | -59893804 | -51485072 | -44531186 |
Profit Factor | 4.1656 | 6.1161 | 1.5619 | 1.6019 | 2.2145 | 0.9905 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 47.8992 | 40.678 | 55 | 47.8992 | 40.678 | 55 |
Ratio Avg Win / Avg Loss | 4.531 | 8.9194 | 1.2779 | 1.7424 | 3.2295 | 0.8104 |
Largest Winning Trade | 835007 | 835007 | 46667 | 41009615 | 41009615 | 35575059 |
Largest Losing Trade | -42540 | -42540 | -34078 | -26917729 | -18436634 | -26917729 |
Avg Bars in Trades | 60 | 86 | 33 | 60 | 86 | 33 |
Avg Bars in Winners | 91 | 168 | 36 | 91 | 168 | 36 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 7148 | 5126 | 2022 | 7148 | 5126 | 2022 |
Profit Streak | 27.1779 | 0 | 28.6779 | 27.1779 | 0 | 28.6779 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145226 | -324569 | -424383 | 455540 | -166783 | -748302 |
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{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 22 } }, "second_band": { "type": "kcu", "factors": { "length": 146, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 22 } }, "second_band": { "type": "kcu", "factors": { "length": 146, "offset": 0, "scalar": 1 } } }
# | 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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