Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1680503.2658 | 1336133.0113 | 344370.2545 | 100858353.975 | 38606953.6482 | 62251400.3268 |
Total P&L (%) | 1680.5033 | 1336.133 | 344.3703 | 100858.354 | 38606.9536 | 62251.4003 |
Avg Daily Profit (%) | 0.7061 | 0.5614 | 0.1447 | 0.2911 | 0.2507 | 0.2708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67010 | -73649 | -65237 | -41150840 | -39639707 | -41042243 |
Profit Factor | 5.5618 | 9.6523 | 2.6095 | 1.5053 | 1.4779 | 1.524 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 59.375 | 56.25 | 62.5 | 59.375 | 56.25 | 62.5 |
Ratio Avg Win / Avg Loss | 3.8054 | 7.5073 | 1.5657 | 1.03 | 1.1495 | 0.9144 |
Largest Winning Trade | 910321 | 910321 | 62477 | 44360220 | 35588031 | 44360220 |
Largest Losing Trade | -42892 | -34685 | -42892 | -25318334 | -23969451 | -25318334 |
Avg Bars in Trades | 144 | 113 | 174 | 144 | 113 | 174 |
Avg Bars in Winners | 178 | 138 | 215 | 178 | 138 | 215 |
Avg Bars in Losers | 93 | 82 | 107 | 93 | 82 | 107 |
Bars Traded | 9230 | 3644 | 5586 | 9230 | 3644 | 5586 |
Profit Streak | 20.9363 | 0 | 35.4363 | 20.9363 | 0 | 35.4363 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121162 | 735579 | 260094 | -131577 | 375104 | 380139 |
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{ "first_band": { "type": "kcb", "factors": { "length": 162, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } } }
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# | 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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