Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722158.3126 | 436494.8153 | 285663.4973 | 9122371.9219 | 1100881.2905 | 8021490.6314 |
Total P&L (%) | 722.1583 | 436.4948 | 285.6635 | 9122.3719 | 1100.8813 | 8021.4906 |
Avg Daily Profit (%) | 0.4044 | 0.2444 | 0.16 | 0.2537 | 0.1393 | 0.2465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81632 | -66565 | -48777 | -2566320 | -4094943 | -2367857 |
Profit Factor | 2.2303 | 2.3766 | 2.0584 | 1.4835 | 1.1068 | 1.9376 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 51.8293 | 47.561 | 56.0976 | 51.8293 | 47.561 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.0728 | 2.6203 | 1.6109 | 1.3788 | 1.2203 | 1.5164 |
Largest Winning Trade | 135479 | 135479 | 69709 | 2931359 | 1508428 | 2931359 |
Largest Losing Trade | -37038 | -37038 | -24480 | -1760187 | -1233958 | -1760187 |
Avg Bars in Trades | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Winners | 77 | 80 | 75 | 77 | 80 | 75 |
Avg Bars in Losers | 40 | 44 | 35 | 40 | 44 | 35 |
Bars Traded | 9793 | 5063 | 4730 | 9793 | 5063 | 4730 |
Profit Streak | 0 | 0 | 21.4735 | 0 | 0 | 21.4735 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544517 | 256357 | 308677 | 388730 | -115167 | 341919 |
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{ "first_band": { "type": "kcb", "factors": { "length": 136, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "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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