Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650271.0895 | 559696.6822 | 90574.4072 | 597429.1699 | 331216.9576 | 266212.2123 |
Total P&L (%) | 650.2711 | 559.6967 | 90.5744 | 597.4292 | 331.217 | 266.2122 |
Avg Daily Profit (%) | 0.3491 | 0.3005 | 0.0486 | 0.1043 | 0.0785 | 0.0697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81479 | -74473 | -68278 | -339426 | -386079 | -210735 |
Profit Factor | 2.2902 | 3.0822 | 1.3851 | 1.2429 | 1.2514 | 1.2332 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 37.5 | 30.7692 | 44.2308 | 37.5 | 30.7692 | 44.2308 |
Ratio Avg Win / Avg Loss | 3.8171 | 6.935 | 1.7464 | 2.0716 | 2.8157 | 1.5548 |
Largest Winning Trade | 496756 | 496756 | 61192 | 409049 | 409049 | 219944 |
Largest Losing Trade | -33161 | -33161 | -21514 | -113628 | -90372 | -113628 |
Avg Bars in Trades | 105 | 85 | 125 | 105 | 85 | 125 |
Avg Bars in Winners | 210 | 179 | 231 | 210 | 179 | 231 |
Avg Bars in Losers | 42 | 43 | 41 | 42 | 43 | 41 |
Bars Traded | 10975 | 4452 | 6523 | 10975 | 4452 | 6523 |
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 | 327162 | -173026 | -308560 | -57038 | -275074 | -281377 |
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{ "first_band": { "type": "kcb", "factors": { "length": 170, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 170, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 20, "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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