Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6061347.2777 | 6058353.6757 | 2993.602 | 29632.3042 | -362160.3063 | 391792.6106 |
Total P&L (%) | 6061.3473 | 6058.3537 | 2.9936 | 29.6323 | -362.1603 | 391.7926 |
Avg Daily Profit (%) | 2.5151 | 2.5138 | 0.0012 | 0.0108 | 0 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194351 | -175460 | -54821 | -1537755 | -1619177 | -191092 |
Profit Factor | 12.4228 | 16.2221 | 1.0226 | 1.0128 | 0.8204 | 2.3062 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 48.2759 | 44.8276 | 51.7241 |
Ratio Avg Win / Avg Loss | 13.3101 | 19.9657 | 0.9544 | 1.0851 | 1.0097 | 2.1525 |
Largest Winning Trade | 6301723 | 6301723 | 22534 | 1303285 | 1303285 | 266748 |
Largest Losing Trade | -58679 | -58679 | -23020 | -604767 | -604767 | -96083 |
Avg Bars in Trades | 76 | 118 | 35 | 76 | 118 | 35 |
Avg Bars in Winners | 74 | 122 | 32 | 74 | 122 | 32 |
Avg Bars in Losers | 79 | 115 | 38 | 79 | 115 | 38 |
Bars Traded | 4459 | 3433 | 1026 | 4459 | 3433 | 1026 |
Profit Streak | 137.8184 | 137.8184 | 317.8184 | 137.8184 | 137.8184 | 317.8184 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156026 | 780676 | -553540 | -567253 | -580607 | -99503 |
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{ "first_band": { "type": "kcb", "factors": { "length": 205, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 205, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "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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