Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227477.6988 | 1334099.6475 | -106621.9487 | -93391.2535 | 136083.627 | -229474.8805 |
Total P&L (%) | 1227.4777 | 1334.0996 | -106.6219 | -93.3913 | 136.0836 | -229.4749 |
Avg Daily Profit (%) | 0.5143 | 0.559 | -0.0447 | -0.1138 | 0.036 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246318 | -160416 | -195624 | -240374 | -125072 | -171331 |
Profit Factor | 2.1283 | 3.5584 | 0.8118 | 0.8351 | 1.5368 | 0.2664 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 47.2868 | 46.1538 | 48.4375 | 47.2868 | 46.1538 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.3725 | 4.1515 | 0.8642 | 0.9309 | 1.793 | 0.2835 |
Largest Winning Trade | 1229219 | 1229219 | 53743 | 195540 | 195540 | 33255 |
Largest Losing Trade | -79226 | -53016 | -79226 | -125072 | -125072 | -100046 |
Avg Bars in Trades | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Winners | 89 | 94 | 85 | 89 | 94 | 85 |
Avg Bars in Losers | 55 | 64 | 45 | 55 | 64 | 45 |
Bars Traded | 9262 | 5102 | 4160 | 9262 | 5102 | 4160 |
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 | 506124 | -115609 | -720565 | -581491 | -275616 | -720565 |
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{ "first_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 78, "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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