Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5810397.4507 | 5932611.7539 | -122214.3032 | 252646.2656 | 180524.3214 | 72121.9442 |
Total P&L (%) | 5810.3975 | 5932.6118 | -122.2143 | 252.6463 | 180.5243 | 72.1219 |
Avg Daily Profit (%) | 2.96 | 3.0222 | -0.0623 | 0.0642 | 0.0526 | 0.0277 |
Buy And Hold Return (%) | 1628.4738 | 1628.4738 | 1628.4738 | 1628.4738 | 1628.4738 | 1628.4738 |
Max Trade Drawdown | -214792 | -57693 | -166790 | -193897 | -95794 | -135715 |
Profit Factor | 9.8016 | 22.875 | 0.6858 | 1.3923 | 1.6309 | 1.2016 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 43.8095 | 46.1538 | 41.5094 | 43.8095 | 46.1538 | 41.5094 |
Ratio Avg Win / Avg Loss | 12.5716 | 26.6875 | 0.9663 | 1.7858 | 1.9027 | 1.6931 |
Largest Winning Trade | 5919973 | 5919973 | 52915 | 113751 | 113751 | 100288 |
Largest Losing Trade | -61005 | -49248 | -61005 | -66973 | -48308 | -66973 |
Avg Bars in Trades | 106 | 115 | 97 | 106 | 115 | 97 |
Avg Bars in Winners | 162 | 182 | 141 | 162 | 182 | 141 |
Avg Bars in Losers | 62 | 59 | 66 | 62 | 59 | 66 |
Bars Traded | 11189 | 6025 | 5164 | 11189 | 6025 | 5164 |
Profit Streak | 0 | 480.7903 | 0 | 0 | 480.7903 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 678056 | -159506 | -764135 | -273322 | -466006 | -504458 |
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{ "first_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 100, "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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