Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11921445.3235 | 11958779.6709 | -37334.3473 | 3277587.9537 | 3272417.115 | 5170.8387 |
Total P&L (%) | 11921.4453 | 11958.7797 | -37.3343 | 3277.588 | 3272.4171 | 5.1708 |
Avg Daily Profit (%) | 5.246 | 5.2624 | -0.0164 | 0.155 | 0.1549 | 0.0022 |
Buy And Hold Return (%) | 7814.4209 | 7814.4209 | 7814.4209 | 7814.4209 | 7814.4209 | 7814.4209 |
Max Trade Drawdown | -154796 | -124334 | -51115 | -6975042 | -4908286 | -2683647 |
Profit Factor | 24.6162 | 41.4369 | 0.8214 | 1.2266 | 1.3868 | 1.0009 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 34.6457 | 28.5714 | 40.625 | 34.6457 | 28.5714 | 40.625 |
Ratio Avg Win / Avg Loss | 46.435 | 103.5923 | 1.2005 | 2.3139 | 3.467 | 1.4628 |
Largest Winning Trade | 11903866 | 11903866 | 32662 | 5721588 | 5721588 | 879168 |
Largest Losing Trade | -25066 | -25066 | -20140 | -1500089 | -1500089 | -1291018 |
Avg Bars in Trades | 33 | 61 | 6 | 33 | 61 | 6 |
Avg Bars in Winners | 61 | 140 | 7 | 61 | 140 | 7 |
Avg Bars in Losers | 18 | 29 | 5 | 18 | 29 | 5 |
Bars Traded | 4259 | 3868 | 391 | 4259 | 3868 | 391 |
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 | 316291 | -146580 | -721937 | -163012 | -317431 | -718030 |
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{ "first_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 6, "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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