Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249431.5628 | 53163.3699 | 196268.1929 | 118608.7212 | 40706.8924 | 77901.8288 |
Total P&L (%) | 249.4316 | 53.1634 | 196.2682 | 118.6087 | 40.7069 | 77.9018 |
Avg Daily Profit (%) | 0.1925 | 0.041 | 0.1514 | 0.0604 | 0.0264 | 0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93687 | -94173 | -54319 | -105274 | -88282 | -71866 |
Profit Factor | 1.4807 | 1.1746 | 1.9157 | 1.2269 | 1.148 | 1.3144 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 60.5505 | 53.7037 | 67.2727 | 60.5505 | 53.7037 | 67.2727 |
Ratio Avg Win / Avg Loss | 0.9647 | 1.0126 | 0.932 | 0.7993 | 0.9896 | 0.6394 |
Largest Winning Trade | 45576 | 45576 | 38005 | 53775 | 53775 | 31872 |
Largest Losing Trade | -60861 | -60861 | -54319 | -71866 | -60081 | -71866 |
Avg Bars in Trades | 23 | 19 | 26 | 23 | 19 | 26 |
Avg Bars in Winners | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Losers | 25 | 19 | 33 | 25 | 19 | 33 |
Bars Traded | 2526 | 1067 | 1459 | 2526 | 1067 | 1459 |
Profit Streak | 63.1813 | 63.1813 | 99.6813 | 63.1813 | 63.1813 | 99.6813 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378472 | -346064 | -168036 | -110913 | -397557 | -311124 |
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{ "first_band": { "type": "kcu", "factors": { "length": 26, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 26, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } } }
# | 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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