Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1579070.5367 | 1450885.8722 | 128184.6645 | 8472152.6153 | 4230899.1033 | 4241253.512 |
Total P&L (%) | 1579.0705 | 1450.8859 | 128.1847 | 8472.1526 | 4230.8991 | 4241.2535 |
Avg Daily Profit (%) | 0.8447 | 0.7762 | 0.0686 | 0.2384 | 0.2018 | 0.2019 |
Buy And Hold Return (%) | 471.1104 | 471.1104 | 471.1104 | 471.1104 | 471.1104 | 471.1104 |
Max Trade Drawdown | -92634 | -37568 | -80860 | -7284812 | -4633455 | -2651356 |
Profit Factor | 5.9423 | 10.8514 | 1.7443 | 1.6091 | 1.5474 | 1.6863 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 48.6111 | 44.4444 | 52.7778 | 48.6111 | 44.4444 | 52.7778 |
Ratio Avg Win / Avg Loss | 6.2819 | 13.5642 | 1.5607 | 1.701 | 1.9342 | 1.5088 |
Largest Winning Trade | 1111277 | 1111277 | 49067 | 5407811 | 5407811 | 2505373 |
Largest Losing Trade | -64256 | -28377 | -64256 | -3664001 | -3664001 | -2651356 |
Avg Bars in Trades | 73 | 69 | 77 | 73 | 69 | 77 |
Avg Bars in Winners | 106 | 104 | 108 | 106 | 104 | 108 |
Avg Bars in Losers | 42 | 41 | 42 | 42 | 41 | 42 |
Bars Traded | 5297 | 2500 | 2797 | 5297 | 2500 | 2797 |
Profit Streak | 0 | 39.4309 | 0 | 0 | 39.4309 | 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 | -65425 | 621916 | -263488 | -72905 | 345066 | 417847 |
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "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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