Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547355.35 | 520076.4386 | 27278.9114 | 419155.9636 | 486898.2271 | -67742.2635 |
Total P&L (%) | 547.3554 | 520.0764 | 27.2789 | 419.156 | 486.8982 | -67.7423 |
Avg Daily Profit (%) | 0.6132 | 0.5826 | 0.0306 | 0.1847 | 0.1984 | -0.1267 |
Buy And Hold Return (%) | 129.4668 | 129.4668 | 129.4668 | 129.4668 | 129.4668 | 129.4668 |
Max Trade Drawdown | -73308 | -65109 | -23689 | -374579 | -326911 | -172685 |
Profit Factor | 2.6716 | 3.1943 | 1.3016 | 1.3876 | 1.6398 | 0.7885 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 13 | 25 | 38 | 13 | 25 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 43.6782 | 30.2326 | 56.8182 | 43.6782 | 30.2326 | 56.8182 |
Ratio Avg Win / Avg Loss | 3.4449 | 7.3715 | 0.9892 | 1.7893 | 3.7841 | 0.5992 |
Largest Winning Trade | 419693 | 419693 | 18954 | 565584 | 565584 | 70529 |
Largest Losing Trade | -43979 | -43979 | -18613 | -275601 | -275601 | -82436 |
Avg Bars in Trades | 120 | 220 | 22 | 120 | 220 | 22 |
Avg Bars in Winners | 159 | 420 | 24 | 159 | 420 | 24 |
Avg Bars in Losers | 89 | 133 | 19 | 89 | 133 | 19 |
Bars Traded | 10448 | 9476 | 972 | 10448 | 9476 | 972 |
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 | 447099 | 272499 | -318191 | 147402 | 23092 | -579557 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 62, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 62, "offset": 0, "scalar": 3 } } }
# | 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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