Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1655682.7271 | 1557534.0666 | 98148.6606 | 5696237.3608 | 2002135.14 | 3694102.2208 |
Total P&L (%) | 1655.6827 | 1557.5341 | 98.1487 | 5696.2374 | 2002.1351 | 3694.1022 |
Avg Daily Profit (%) | 0.7291 | 0.6858 | 0.0432 | 0.1789 | 0.1342 | 0.1602 |
Buy And Hold Return (%) | 314.9766 | 314.9766 | 314.9766 | 314.9766 | 314.9766 | 314.9766 |
Max Trade Drawdown | -86344 | -37300 | -114473 | -3172972 | -2594278 | -2655434 |
Profit Factor | 5.0985 | 10.1565 | 1.4197 | 1.5975 | 1.4527 | 1.7228 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 46.6667 | 55.1724 | 50.8475 | 46.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.9285 | 11.6074 | 1.1535 | 1.5443 | 1.6603 | 1.3998 |
Largest Winning Trade | 1105981 | 1105981 | 49646 | 2936837 | 2017783 | 2936837 |
Largest Losing Trade | -52446 | -33898 | -52446 | -2655434 | -1226011 | -2655434 |
Avg Bars in Trades | 214 | 207 | 222 | 214 | 207 | 222 |
Avg Bars in Winners | 280 | 276 | 283 | 280 | 276 | 283 |
Avg Bars in Losers | 146 | 147 | 146 | 146 | 147 | 146 |
Bars Traded | 12666 | 6227 | 6439 | 12666 | 6227 | 6439 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160125 | 647725 | -299529 | -168519 | -13106 | 376830 |
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 188 } }, "second_band": { "type": "kcu", "factors": { "length": 125, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 188 } }, "second_band": { "type": "kcu", "factors": { "length": 125, "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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