Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2364066.5399 | 2310045.056 | 54021.4838 | 18457697.4507 | 20285856.331 | -1828158.8802 |
Total P&L (%) | 2364.0665 | 2310.0451 | 54.0215 | 18457.6975 | 20285.8563 | -1828.1589 |
Avg Daily Profit (%) | 1.2734 | 1.2443 | 0.0291 | 0.2818 | 0.2868 | 0 |
Buy And Hold Return (%) | 8131.4828 | 8131.4828 | 8131.4828 | 8131.4828 | 8131.4828 | 8131.4828 |
Max Trade Drawdown | -73036 | -102878 | -111092 | -8111772 | -5211857 | -8569319 |
Profit Factor | 5.6815 | 9.9983 | 1.2176 | 1.7314 | 2.5547 | 0.85 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 43.2099 | 47.5 | 39.0244 | 43.2099 | 47.5 | 39.0244 |
Ratio Avg Win / Avg Loss | 7.4671 | 11.0508 | 1.9025 | 2.2755 | 2.8236 | 1.3282 |
Largest Winning Trade | 1435455 | 1435455 | 60884 | 10475828 | 10475828 | 4416537 |
Largest Losing Trade | -54864 | -54864 | -49770 | -5211857 | -5211857 | -2606277 |
Avg Bars in Trades | 86 | 120 | 52 | 86 | 120 | 52 |
Avg Bars in Winners | 137 | 189 | 74 | 137 | 189 | 74 |
Avg Bars in Losers | 47 | 58 | 37 | 47 | 58 | 37 |
Bars Traded | 6977 | 4832 | 2145 | 6977 | 4832 | 2145 |
Profit Streak | 0 | 214.1304 | 0 | 0 | 214.1304 | 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 | -162824 | -144050 | -323326 | -11989 | 349472 | -583343 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 55, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 55, "offset": 0, "scalar": 2 } } }
# | 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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