Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1292032.9328 | 1154153.1121 | 137879.8208 | 17853721.2076 | 18388558.5868 | -534837.3792 |
Total P&L (%) | 1292.0329 | 1154.1531 | 137.8798 | 17853.7212 | 18388.5586 | -534.8374 |
Avg Daily Profit (%) | 0.5856 | 0.5231 | 0.0625 | 0.2355 | 0.2369 | 0 |
Buy And Hold Return (%) | 442.8951 | 442.8951 | 442.8951 | 442.8951 | 442.8951 | 442.8951 |
Max Trade Drawdown | -85203 | -69169 | -36588 | -5835205 | -3037652 | -3783974 |
Profit Factor | 4.0538 | 5.1612 | 1.9461 | 1.8055 | 2.5693 | 0.9488 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 52.6316 | 51.0638 | 54.1667 | 52.6316 | 51.0638 | 54.1667 |
Ratio Avg Win / Avg Loss | 3.6484 | 4.9461 | 1.6467 | 1.625 | 2.4622 | 0.8028 |
Largest Winning Trade | 539834 | 539834 | 37090 | 11207773 | 11207773 | 2638347 |
Largest Losing Trade | -49294 | -49294 | -19075 | -3043474 | -3037652 | -3043474 |
Avg Bars in Trades | 88 | 150 | 27 | 88 | 150 | 27 |
Avg Bars in Winners | 106 | 177 | 41 | 106 | 177 | 41 |
Avg Bars in Losers | 68 | 122 | 11 | 68 | 122 | 11 |
Bars Traded | 8424 | 7095 | 1328 | 8424 | 7095 | 1328 |
Profit Streak | 0 | 106.2308 | 0 | 0 | 106.2308 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570400 | 577143 | -270654 | 444985 | 505156 | -579871 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 70, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 70, "offset": 0, "scalar": 5 } } }
# | 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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