Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149092.093 | 1039372.1255 | 109719.9675 | 58091344.568 | 46220092.0388 | 11871252.5292 |
Total P&L (%) | 1149.0921 | 1039.3721 | 109.72 | 58091.3446 | 46220.092 | 11871.2525 |
Avg Daily Profit (%) | 0.6177 | 0.5587 | 0.059 | 0.3428 | 0.3305 | 0.2575 |
Buy And Hold Return (%) | 9721.3297 | 9721.3297 | 9721.3297 | 9721.3297 | 9721.3297 | 9721.3297 |
Max Trade Drawdown | -66701 | -108869 | -71001 | -22138712 | -13007926 | -22280899 |
Profit Factor | 4.8001 | 6.5315 | 1.9584 | 1.9361 | 2.26 | 1.4678 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 58.0645 | 61.2903 | 54.8387 | 58.0645 | 61.2903 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.4667 | 4.1252 | 1.6128 | 1.3983 | 1.4273 | 1.2088 |
Largest Winning Trade | 401864 | 401864 | 35708 | 32266596 | 32266596 | 15311656 |
Largest Losing Trade | -55801 | -55801 | -28483 | -7782633 | -7782633 | -7592124 |
Avg Bars in Trades | 78 | 121 | 34 | 78 | 121 | 34 |
Avg Bars in Winners | 77 | 105 | 45 | 77 | 105 | 45 |
Avg Bars in Losers | 79 | 147 | 20 | 79 | 147 | 20 |
Bars Traded | 4849 | 3779 | 1070 | 4849 | 3779 | 1070 |
Profit Streak | 211.7903 | 0 | 239.7903 | 211.7903 | 0 | 239.7903 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -303384 | -144722 | -274665 | -145721 | 439773 | -85775 |
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{ "first_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 109, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 109, "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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