Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276104.5816 | 216602.6564 | 59501.9251 | 132275.8556 | 36500.5418 | 95775.3138 |
Total P&L (%) | 276.1046 | 216.6027 | 59.5019 | 132.2759 | 36.5005 | 95.7753 |
Avg Daily Profit (%) | 0.2651 | 0.2079 | 0.0571 | 0.0809 | 0.0299 | 0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143892 | -142341 | -36340 | -966517 | -847731 | -286643 |
Profit Factor | 1.5627 | 1.6341 | 1.3991 | 1.0641 | 1.0267 | 1.1372 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 61 | 22 | 39 | 61 | 22 | 39 |
Losing Trades | 79 | 48 | 31 | 79 | 48 | 31 |
Profitability (%) | 43.5714 | 31.4286 | 55.7143 | 43.5714 | 31.4286 | 55.7143 |
Ratio Avg Win / Avg Loss | 2.0238 | 3.5653 | 1.1121 | 1.3781 | 2.2401 | 0.9039 |
Largest Winning Trade | 176409 | 176409 | 16349 | 341890 | 341890 | 152361 |
Largest Losing Trade | -26971 | -26971 | -12964 | -167896 | -167896 | -148547 |
Avg Bars in Trades | 176 | 314 | 37 | 176 | 314 | 37 |
Avg Bars in Winners | 198 | 478 | 40 | 198 | 478 | 40 |
Avg Bars in Losers | 159 | 239 | 34 | 159 | 239 | 34 |
Bars Traded | 24674 | 22037 | 2637 | 24674 | 22037 | 2637 |
Profit Streak | 27.9837 | 27.9837 | 36.1504 | 27.9837 | 27.9837 | 36.1504 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371269 | -90356 | -209100 | -235571 | -446657 | -270523 |
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 104, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 104, "offset": 0, "scalar": 4 } } }
# | 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) |
---|