Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948401.6739 | 785140.0232 | 163261.6508 | 1813273.7524 | 529924.535 | 1283349.2174 |
Total P&L (%) | 948.4017 | 785.14 | 163.2617 | 1813.2738 | 529.9245 | 1283.3492 |
Avg Daily Profit (%) | 0.5109 | 0.423 | 0.088 | 0.1591 | 0.0992 | 0.1416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91040 | -123576 | -41614 | -1778568 | -1825898 | -1102576 |
Profit Factor | 3.3204 | 4.3742 | 1.9275 | 1.2584 | 1.1302 | 1.4353 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 42.6667 | 42.1053 | 43.2432 | 42.6667 | 42.1053 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.4618 | 6.0145 | 2.5298 | 1.6909 | 1.554 | 1.8838 |
Largest Winning Trade | 713186 | 713186 | 55533 | 1266146 | 1266146 | 1180655 |
Largest Losing Trade | -39257 | -39257 | -21659 | -818762 | -818762 | -633787 |
Avg Bars in Trades | 95 | 79 | 112 | 95 | 79 | 112 |
Avg Bars in Winners | 161 | 113 | 208 | 161 | 113 | 208 |
Avg Bars in Losers | 46 | 54 | 38 | 46 | 54 | 38 |
Bars Traded | 7155 | 3011 | 4144 | 7155 | 3011 | 4144 |
Profit Streak | 7.2079 | 8.9579 | 0 | 7.2079 | 8.9579 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46403 | 536068 | -74498 | -54818 | -138707 | -4154 |
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{ "first_band": { "type": "kcb", "factors": { "length": 186, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 186, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 65, "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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