Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605618.9907 | 663623.8516 | -58004.8609 | -89624.5746 | 193583.7484 | -283208.323 |
Total P&L (%) | 605.619 | 663.6239 | -58.0049 | -89.6246 | 193.5837 | -283.2083 |
Avg Daily Profit (%) | 0.327 | 0.3583 | -0.0313 | -0.1223 | 0.0582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -403390 | -294767 | -116932 | -1736947 | -824483 | -1004090 |
Profit Factor | 1.8923 | 2.8928 | 0.8232 | 0.9561 | 1.2263 | 0.7616 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 43.2099 | 35 | 51.2195 | 43.2099 | 35 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.4871 | 5.3723 | 0.784 | 1.2566 | 2.2774 | 0.7253 |
Largest Winning Trade | 888784 | 888784 | 37886 | 532332 | 532332 | 443351 |
Largest Losing Trade | -68551 | -39784 | -68551 | -941506 | -371382 | -941506 |
Avg Bars in Trades | 86 | 104 | 68 | 86 | 104 | 68 |
Avg Bars in Winners | 81 | 92 | 74 | 81 | 92 | 74 |
Avg Bars in Losers | 89 | 110 | 62 | 89 | 110 | 62 |
Bars Traded | 6973 | 4161 | 2813 | 6973 | 4161 | 2813 |
Profit Streak | 72.9222 | 72.9222 | 140.9222 | 72.9222 | 72.9222 | 140.9222 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4827 | 348007 | -579623 | -596654 | -119748 | -579623 |
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{ "first_band": { "type": "kcb", "factors": { "length": 245, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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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