Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175917.7023 | 1124327.9267 | 51589.7756 | 422269.242 | 271540.8655 | 150728.3765 |
Total P&L (%) | 1175.9177 | 1124.3279 | 51.5898 | 422.2692 | 271.5409 | 150.7284 |
Avg Daily Profit (%) | 0.5644 | 0.5397 | 0.0248 | 0.0794 | 0.063 | 0.0441 |
Buy And Hold Return (%) | 75.5682 | 75.5682 | 75.5682 | 75.5682 | 75.5682 | 75.5682 |
Max Trade Drawdown | -196270 | -166376 | -107005 | -4531984 | -4193335 | -2121185 |
Profit Factor | 1.7469 | 2.1448 | 1.0871 | 1.0137 | 1.0141 | 1.0131 |
Total Trades | 469 | 234 | 235 | 469 | 234 | 235 |
Winning Trades | 173 | 76 | 97 | 173 | 76 | 97 |
Losing Trades | 296 | 158 | 138 | 296 | 158 | 138 |
Profitability (%) | 36.887 | 32.4786 | 41.2766 | 36.887 | 32.4786 | 41.2766 |
Ratio Avg Win / Avg Loss | 2.9889 | 4.459 | 1.5466 | 1.7345 | 2.1083 | 1.4414 |
Largest Winning Trade | 505980 | 505980 | 50368 | 3565579 | 3565579 | 647270 |
Largest Losing Trade | -33012 | -33012 | -23920 | -925111 | -925111 | -679687 |
Avg Bars in Trades | 52 | 79 | 25 | 52 | 79 | 25 |
Avg Bars in Winners | 82 | 141 | 36 | 82 | 141 | 36 |
Avg Bars in Losers | 34 | 50 | 17 | 34 | 50 | 17 |
Bars Traded | 24605 | 18700 | 5905 | 24605 | 18700 | 5905 |
Profit Streak | 16.3652 | 0 | 18.6985 | 16.3652 | 0 | 18.6985 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446081 | 319528 | -451051 | -294293 | -321417 | -348857 |
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{ "first_band": { "type": "kcb", "factors": { "length": 103, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 103, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "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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