Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2239150.4639 | 2070871.4689 | 168278.995 | 6583590.8832 | -1379264.1017 | 7962854.9848 |
Total P&L (%) | 2239.1505 | 2070.8715 | 168.279 | 6583.5909 | -1379.2641 | 7962.855 |
Avg Daily Profit (%) | 1.2015 | 1.1112 | 0.0903 | 0.2257 | 0 | 0.2358 |
Buy And Hold Return (%) | 77.097 | 77.097 | 77.097 | 77.097 | 77.097 | 77.097 |
Max Trade Drawdown | -79519 | -96217 | -29139 | -8455897 | -10162315 | -3246669 |
Profit Factor | 7.8273 | 11.0315 | 2.3847 | 1.2037 | 0.9297 | 1.6274 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 45.614 | 34.4828 | 57.1429 | 45.614 | 34.4828 | 57.1429 |
Ratio Avg Win / Avg Loss | 9.3326 | 20.9598 | 1.7885 | 1.4352 | 1.7665 | 1.2205 |
Largest Winning Trade | 1930422 | 1930422 | 57565 | 5726735 | 5726735 | 4207078 |
Largest Losing Trade | -29139 | -28357 | -29139 | -3246669 | -2892743 | -3246669 |
Avg Bars in Trades | 186 | 206 | 166 | 186 | 206 | 166 |
Avg Bars in Winners | 244 | 341 | 184 | 244 | 341 | 184 |
Avg Bars in Losers | 137 | 135 | 141 | 137 | 135 | 141 |
Bars Traded | 10632 | 5980 | 4652 | 10632 | 5980 | 4652 |
Profit Streak | 0 | 0 | 85.8989 | 0 | 0 | 85.8989 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159162 | 571492 | -92711 | -173452 | -584089 | -8854 |
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{ "first_band": { "type": "dcm", "factors": { "length": 69, "offset": 203 } }, "second_band": { "type": "kcu", "factors": { "length": 216, "offset": 0, "scalar": 2 } } }
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# | 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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