Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1503745.6368 | 1447868.3545 | 55877.2824 | 1978852.3633 | 1775454.1107 | 203398.2526 |
Total P&L (%) | 1503.7456 | 1447.8684 | 55.8773 | 1978.8524 | 1775.4541 | 203.3983 |
Avg Daily Profit (%) | 0.8226 | 0.7921 | 0.0306 | 0.1661 | 0.1605 | 0.0607 |
Buy And Hold Return (%) | 810.5405 | 810.5405 | 810.5405 | 810.5405 | 810.5405 | 810.5405 |
Max Trade Drawdown | -171684 | -133355 | -80063 | -2928838 | -2153312 | -1524934 |
Profit Factor | 3.7412 | 5.3969 | 1.2548 | 1.2298 | 1.3242 | 1.0648 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 47.3684 | 42.1053 | 52.6316 | 47.3684 | 42.1053 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.1569 | 7.4208 | 1.1293 | 1.3664 | 1.8208 | 0.9584 |
Largest Winning Trade | 1120432 | 1120432 | 53062 | 1641471 | 1641471 | 852066 |
Largest Losing Trade | -48175 | -46223 | -48175 | -1122437 | -1122437 | -714115 |
Avg Bars in Trades | 69 | 95 | 43 | 69 | 95 | 43 |
Avg Bars in Winners | 70 | 105 | 42 | 70 | 105 | 42 |
Avg Bars in Losers | 67 | 87 | 43 | 67 | 87 | 43 |
Bars Traded | 5255 | 3611 | 1644 | 5255 | 3611 | 1644 |
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 | -42597 | 353280 | -317666 | -51344 | 13206 | -428121 |
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{ "first_band": { "type": "kcb", "factors": { "length": 163, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 163, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } } }
# | 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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