Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454479.5065 | 407435.7216 | 47043.785 | 66808.2282 | -110449.5792 | 177257.8074 |
Total P&L (%) | 454.4795 | 407.4357 | 47.0438 | 66.8082 | -110.4496 | 177.2578 |
Avg Daily Profit (%) | 0.2414 | 0.2164 | 0.025 | 0.0272 | 0 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123181 | -105535 | -55415 | -642242 | -522894 | -183976 |
Profit Factor | 1.961 | 2.5766 | 1.2193 | 1.0421 | 0.8771 | 1.2575 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 40 | 35.5556 | 44.4444 | 40 | 35.5556 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.9414 | 4.6702 | 1.5241 | 1.5632 | 1.5897 | 1.5719 |
Largest Winning Trade | 459073 | 459073 | 43720 | 281535 | 281535 | 223016 |
Largest Losing Trade | -28304 | -28304 | -27259 | -155078 | -155078 | -93777 |
Avg Bars in Trades | 80 | 87 | 72 | 80 | 87 | 72 |
Avg Bars in Winners | 117 | 129 | 108 | 117 | 129 | 108 |
Avg Bars in Losers | 55 | 64 | 44 | 55 | 64 | 44 |
Bars Traded | 7205 | 3934 | 3270 | 7205 | 3934 | 3270 |
Profit Streak | 5.0365 | 5.0365 | 13.0365 | 5.0365 | 5.0365 | 13.0365 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332478 | 282230 | -161870 | -332342 | -582834 | -121118 |
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{ "first_band": { "type": "dcm", "factors": { "length": 31, "offset": 168 } }, "second_band": { "type": "kcu", "factors": { "length": 18, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 31, "offset": 168 } }, "second_band": { "type": "kcu", "factors": { "length": 18, "offset": 0, "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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