Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2880070.1398 | 2896946.9745 | -16876.8348 | 245834.8525 | 430093.1047 | -184258.2522 |
Total P&L (%) | 2880.0701 | 2896.947 | -16.8768 | 245.8349 | 430.0931 | -184.2583 |
Avg Daily Profit (%) | 1.2994 | 1.307 | -0.0076 | 0.056 | 0.0753 | 0 |
Buy And Hold Return (%) | 401.5357 | 401.5357 | 401.5357 | 401.5357 | 401.5357 | 401.5357 |
Max Trade Drawdown | -113783 | -79316 | -110043 | -774855 | -565930 | -365127 |
Profit Factor | 5.6757 | 9.1795 | 0.9355 | 1.0965 | 1.2847 | 0.8225 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 29.2135 | 27.2727 | 31.1111 | 29.2135 | 27.2727 | 31.1111 |
Ratio Avg Win / Avg Loss | 13.7526 | 24.4788 | 2.0715 | 2.6568 | 3.4258 | 1.8212 |
Largest Winning Trade | 2936070 | 2936070 | 38340 | 1014988 | 1014988 | 138016 |
Largest Losing Trade | -37867 | -37867 | -23649 | -294039 | -294039 | -122900 |
Avg Bars in Trades | 91 | 125 | 57 | 91 | 125 | 57 |
Avg Bars in Winners | 159 | 235 | 94 | 159 | 235 | 94 |
Avg Bars in Losers | 63 | 84 | 41 | 63 | 84 | 41 |
Bars Traded | 8143 | 5536 | 2607 | 8143 | 5536 | 2607 |
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 | 391794 | 86213 | -585279 | -408249 | -254726 | -585279 |
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{ "first_band": { "type": "kcb", "factors": { "length": 197, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 33, "offset": 0 } } }
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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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