Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2194797.582 | 2145587.0838 | 49210.4982 | 477381.5448 | 3227885.1124 | -2750503.5676 |
Total P&L (%) | 2194.7976 | 2145.5871 | 49.2105 | 477.3815 | 3227.8851 | -2750.5036 |
Avg Daily Profit (%) | 1.2223 | 1.1949 | 0.0274 | 0.0977 | 0.1954 | 0 |
Buy And Hold Return (%) | 306.097 | 306.097 | 306.097 | 306.097 | 306.097 | 306.097 |
Max Trade Drawdown | -313736 | -218225 | -144788 | -17501093 | -12523972 | -12533453 |
Profit Factor | 4.5386 | 6.5333 | 1.2117 | 1.0104 | 1.1358 | 0.8763 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 43.038 | 40 | 46.1538 | 43.038 | 40 | 46.1538 |
Ratio Avg Win / Avg Loss | 6.007 | 9.8 | 1.4136 | 1.3373 | 1.7037 | 1.0224 |
Largest Winning Trade | 1372665 | 1372665 | 41931 | 13573892 | 13573892 | 3918821 |
Largest Losing Trade | -60481 | -49198 | -60481 | -8807713 | -4632672 | -8807713 |
Avg Bars in Trades | 64 | 72 | 56 | 64 | 72 | 56 |
Avg Bars in Winners | 85 | 88 | 82 | 85 | 88 | 82 |
Avg Bars in Losers | 49 | 62 | 34 | 49 | 62 | 34 |
Bars Traded | 5130 | 2915 | 2215 | 5130 | 2915 | 2215 |
Profit Streak | 3.432 | 9.432 | 0 | 3.432 | 9.432 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13739 | 678322 | -323975 | -316219 | -65202 | -580586 |
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{ "first_band": { "type": "kcu", "factors": { "length": 218, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 218, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "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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