Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11213845.2423 | 11043351.7218 | 170493.5205 | 177817955.9511 | 167016478.4077 | 10801477.5434 |
Total P&L (%) | 11213.8452 | 11043.3517 | 170.4935 | 177817.956 | 167016.4784 | 10801.4775 |
Avg Daily Profit (%) | 6.0268 | 5.9351 | 0.0916 | 0.403 | 0.3996 | 0.2525 |
Buy And Hold Return (%) | 8890.8892 | 8890.8892 | 8890.8892 | 8890.8892 | 8890.8892 | 8890.8892 |
Max Trade Drawdown | -69863 | -117330 | -43825 | -35744275 | -18878886 | -41258978 |
Profit Factor | 37.9135 | 57.3241 | 2.5828 | 2.5484 | 4.9477 | 1.1489 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 56.9231 | 46.875 | 66.6667 | 56.9231 | 46.875 | 66.6667 |
Ratio Avg Win / Avg Loss | 28.6913 | 64.9673 | 1.2914 | 1.9285 | 5.6074 | 0.5745 |
Largest Winning Trade | 10620673 | 10620673 | 46984 | 71062801 | 71062801 | 41958929 |
Largest Losing Trade | -50411 | -50411 | -17840 | -17402585 | -10755515 | -17402585 |
Avg Bars in Trades | 80 | 127 | 33 | 80 | 127 | 33 |
Avg Bars in Winners | 105 | 203 | 38 | 105 | 203 | 38 |
Avg Bars in Losers | 46 | 61 | 24 | 46 | 61 | 24 |
Bars Traded | 5203 | 4091 | 1112 | 5203 | 4091 | 1112 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195122 | -67234 | -230461 | -120470 | 585110 | -146684 |
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 43, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 43, "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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