Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904143.2772 | 864892.6826 | 39250.5946 | -676780.3241 | 211584.5935 | -888364.9176 |
Total P&L (%) | 904.1433 | 864.8927 | 39.2506 | -676.7803 | 211.5846 | -888.3649 |
Avg Daily Profit (%) | 0.3811 | 0.3646 | 0.0165 | 0 | 0.0479 | 0 |
Buy And Hold Return (%) | 518.1615 | 518.1615 | 518.1615 | 518.1615 | 518.1615 | 518.1615 |
Max Trade Drawdown | -111984 | -79053 | -220023 | -946389 | -420654 | -917890 |
Profit Factor | 2.4642 | 3.5552 | 1.1407 | 0.6471 | 1.2267 | 0.0975 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 19 | 20 | 33 | 20 | 13 |
Losing Trades | 27 | 14 | 13 | 33 | 13 | 20 |
Profitability (%) | 59.0909 | 57.5758 | 60.6061 | 50 | 60.6061 | 39.3939 |
Ratio Avg Win / Avg Loss | 1.706 | 2.6196 | 0.7414 | 0.6471 | 0.7973 | 0.15 |
Largest Winning Trade | 223622 | 223622 | 38368 | 405184 | 405184 | 26914 |
Largest Losing Trade | -111984 | -60416 | -111984 | -334517 | -334517 | -243068 |
Avg Bars in Trades | 101 | 144 | 59 | 101 | 144 | 59 |
Avg Bars in Winners | 97 | 133 | 62 | 98 | 140 | 33 |
Avg Bars in Losers | 108 | 158 | 54 | 105 | 149 | 76 |
Bars Traded | 6721 | 4756 | 1965 | 6721 | 4756 | 1965 |
Profit Streak | 140.1726 | 140.1726 | 471.1726 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120277 | 310080 | -401253 | -709277 | -295374 | -584927 |
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{ "first_band": { "type": "kcb", "factors": { "length": 132, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 132, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "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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