Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332908.1795 | 137870.7681 | 195037.4114 | 127000.7555 | 160616.242 | -33615.4865 |
Total P&L (%) | 332.9082 | 137.8708 | 195.0374 | 127.0008 | 160.6162 | -33.6155 |
Avg Daily Profit (%) | 0.2074 | 0.0859 | 0.1215 | 0.0511 | 0.0597 | -0.0255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110111 | -65408 | -91630 | -353862 | -238219 | -207526 |
Profit Factor | 1.4925 | 1.3989 | 1.5904 | 1.1033 | 1.2609 | 0.9452 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 49.6689 | 45.3333 | 53.9474 | 49.6689 | 45.3333 | 53.9474 |
Ratio Avg Win / Avg Loss | 1.5124 | 1.687 | 1.3576 | 1.1181 | 1.5205 | 0.8069 |
Largest Winning Trade | 165729 | 165729 | 62601 | 329744 | 329744 | 62601 |
Largest Losing Trade | -72024 | -32734 | -72024 | -117167 | -83362 | -117167 |
Avg Bars in Trades | 62 | 70 | 55 | 62 | 70 | 55 |
Avg Bars in Winners | 77 | 81 | 73 | 77 | 81 | 73 |
Avg Bars in Losers | 47 | 60 | 33 | 47 | 60 | 33 |
Bars Traded | 9453 | 5251 | 4202 | 9453 | 5251 | 4202 |
Profit Streak | 15.7757 | 0 | 78.109 | 15.7757 | 0 | 78.109 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406729 | -135244 | -76905 | -230298 | -171024 | -628760 |
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{ "first_band": { "type": "kcb", "factors": { "length": 157, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 157, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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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