Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888961.3618 | 771155.0509 | 117806.3109 | 4903387.8402 | 2526883.5717 | 2376504.2685 |
Total P&L (%) | 888.9614 | 771.1551 | 117.8063 | 4903.3878 | 2526.8836 | 2376.5043 |
Avg Daily Profit (%) | 0.4742 | 0.4113 | 0.0628 | 0.2089 | 0.1745 | 0.1713 |
Buy And Hold Return (%) | 218.4208 | 218.4208 | 218.4208 | 218.4208 | 218.4208 | 218.4208 |
Max Trade Drawdown | -81908 | -96574 | -90569 | -1006643 | -1086026 | -646507 |
Profit Factor | 2.3163 | 3.1552 | 1.371 | 1.5467 | 1.5164 | 1.5831 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Profitability (%) | 43.4343 | 43.4343 | 43.4343 | 43.4343 | 43.4343 | 43.4343 |
Ratio Avg Win / Avg Loss | 3.0166 | 4.1091 | 1.7855 | 2.0143 | 1.9748 | 2.0618 |
Largest Winning Trade | 327134 | 327134 | 57871 | 1209242 | 1209242 | 1143722 |
Largest Losing Trade | -38798 | -24571 | -38798 | -636741 | -337834 | -636741 |
Avg Bars in Trades | 111 | 102 | 120 | 111 | 102 | 120 |
Avg Bars in Winners | 179 | 153 | 206 | 179 | 153 | 206 |
Avg Bars in Losers | 59 | 63 | 55 | 59 | 63 | 55 |
Bars Traded | 22093 | 10144 | 11949 | 22093 | 10144 | 11949 |
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 | 400141 | 374063 | -276014 | 334798 | 269762 | 283485 |
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{ "first_band": { "type": "kcb", "factors": { "length": 217, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 217, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "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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