Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197461.6522 | 243430.1778 | -45968.5256 | -39179.6833 | 104434.8432 | -143614.5265 |
Total P&L (%) | 197.4617 | 243.4302 | -45.9685 | -39.1797 | 104.4348 | -143.6145 |
Avg Daily Profit (%) | 0.1611 | 0.1986 | -0.0375 | -0.0406 | 0.0584 | 0 |
Buy And Hold Return (%) | 37.9057 | 37.9057 | 37.9057 | 37.9057 | 37.9057 | 37.9057 |
Max Trade Drawdown | -122038 | -106797 | -73771 | -243518 | -129629 | -117142 |
Profit Factor | 1.3789 | 1.8297 | 0.7981 | 0.943 | 1.2716 | 0.5264 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 50 | 51.2195 | 48.7805 | 50 | 51.2195 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.3789 | 1.7425 | 0.838 | 0.943 | 1.211 | 0.5527 |
Largest Winning Trade | 199608 | 199608 | 25239 | 199608 | 199608 | 30385 |
Largest Losing Trade | -43141 | -43141 | -30173 | -91657 | -91657 | -55429 |
Avg Bars in Trades | 56 | 89 | 23 | 56 | 89 | 23 |
Avg Bars in Winners | 49 | 71 | 24 | 49 | 71 | 24 |
Avg Bars in Losers | 63 | 108 | 21 | 63 | 108 | 21 |
Bars Traded | 4623 | 3671 | 952 | 4623 | 3671 | 952 |
Profit Streak | 0 | 95.6953 | 0 | 0 | 95.6953 | 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 | -2116 | 412146 | -580938 | -589555 | -117664 | -580938 |
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{ "first_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 78, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 78, "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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