Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611421.4936 | 570622.4292 | 40799.0644 | 112628.0488 | 75206.0579 | 37421.9908 |
Total P&L (%) | 611.4215 | 570.6224 | 40.7991 | 112.628 | 75.2061 | 37.422 |
Avg Daily Profit (%) | 0.3274 | 0.3056 | 0.0219 | 0.0404 | 0.03 | 0.017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169133 | -109894 | -132960 | -143792 | -101760 | -106552 |
Profit Factor | 1.7741 | 2.2195 | 1.1267 | 1.1633 | 1.1875 | 1.1298 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 39.5 | 35 | 44 | 39.5 | 35 | 44 |
Ratio Avg Win / Avg Loss | 2.7173 | 4.1219 | 1.434 | 1.7818 | 2.2053 | 1.4379 |
Largest Winning Trade | 521230 | 521230 | 49744 | 140145 | 140145 | 47264 |
Largest Losing Trade | -42317 | -42317 | -29954 | -36116 | -36116 | -26222 |
Avg Bars in Trades | 110 | 98 | 122 | 110 | 98 | 122 |
Avg Bars in Winners | 199 | 182 | 213 | 199 | 182 | 213 |
Avg Bars in Losers | 52 | 52 | 51 | 52 | 52 | 51 |
Bars Traded | 22094 | 9814 | 12280 | 22094 | 9814 | 12280 |
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 | 340379 | 253550 | -249567 | -181706 | -172065 | -252964 |
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{ "first_band": { "type": "kcb", "factors": { "length": 192, "offset": 211, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "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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