Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671989.8656 | 461406.8191 | 210583.0464 | 2674679.4295 | 1814187.21 | 860492.2195 |
Total P&L (%) | 671.9899 | 461.4068 | 210.583 | 2674.6794 | 1814.1872 | 860.4922 |
Avg Daily Profit (%) | 0.4564 | 0.3133 | 0.143 | 0.2259 | 0.2007 | 0.1538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89283 | -62910 | -62919 | -4439505 | -2099771 | -2557436 |
Profit Factor | 2.5743 | 3.4265 | 1.8897 | 1.3074 | 1.4916 | 1.1717 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 36.8421 | 37.5 | 36.1702 | 36.8421 | 37.5 | 36.1702 |
Ratio Avg Win / Avg Loss | 4.4131 | 5.7108 | 3.3347 | 2.2412 | 2.486 | 2.0677 |
Largest Winning Trade | 276857 | 276857 | 76512 | 2629802 | 2629802 | 2432417 |
Largest Losing Trade | -25951 | -21173 | -25951 | -1565032 | -460127 | -1565032 |
Avg Bars in Trades | 91 | 37 | 146 | 91 | 37 | 146 |
Avg Bars in Winners | 195 | 74 | 323 | 195 | 74 | 323 |
Avg Bars in Losers | 30 | 15 | 45 | 30 | 15 | 45 |
Bars Traded | 8665 | 1803 | 6862 | 8665 | 1803 | 6862 |
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 | 369850 | 373338 | -3834 | 166881 | 202922 | -28199 |
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{ "first_band": { "type": "kcb", "factors": { "length": 150, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 150, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "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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