Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233794.8502 | 1304244.188 | -70449.3377 | -86220.776 | 90943.5868 | -177164.3628 |
Total P&L (%) | 1233.7949 | 1304.2442 | -70.4493 | -86.2208 | 90.9436 | -177.1644 |
Avg Daily Profit (%) | 0.691 | 0.7305 | -0.0395 | -0.1109 | 0.0362 | 0 |
Buy And Hold Return (%) | 334.7658 | 334.7658 | 334.7658 | 334.7658 | 334.7658 | 334.7658 |
Max Trade Drawdown | -370524 | -309503 | -85007 | -1737802 | -1558663 | -214608 |
Profit Factor | 2.7464 | 3.3783 | 0.5544 | 0.9614 | 1.0494 | 0.5498 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 33.9806 | 31.3725 | 36.5385 | 33.9806 | 31.3725 | 36.5385 |
Ratio Avg Win / Avg Loss | 5.3359 | 7.3901 | 0.9628 | 1.8679 | 2.2955 | 0.955 |
Largest Winning Trade | 1585234 | 1585234 | 13240 | 1580172 | 1580172 | 55167 |
Largest Losing Trade | -39010 | -39010 | -19952 | -404553 | -404553 | -100770 |
Avg Bars in Trades | 29 | 55 | 4 | 29 | 55 | 4 |
Avg Bars in Winners | 41 | 85 | 4 | 41 | 85 | 4 |
Avg Bars in Losers | 24 | 42 | 4 | 24 | 42 | 4 |
Bars Traded | 3071 | 2845 | 225 | 3071 | 2845 | 225 |
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 | 334635 | -170860 | -765790 | -583678 | -662964 | -765790 |
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{ "first_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "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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