Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488782.4271 | 536538.1008 | -47755.6737 | 50465.637 | 626174.0309 | -575708.394 |
Total P&L (%) | 488.7824 | 536.5381 | -47.7557 | 50.4656 | 626.174 | -575.7084 |
Avg Daily Profit (%) | 0.2253 | 0.2473 | -0.022 | 0.0188 | 0.0914 | 0 |
Buy And Hold Return (%) | 177.4252 | 177.4252 | 177.4252 | 177.4252 | 177.4252 | 177.4252 |
Max Trade Drawdown | -151595 | -110705 | -210461 | -449490 | -166952 | -811185 |
Profit Factor | 1.2814 | 1.627 | 0.9458 | 1.0145 | 1.4089 | 0.7035 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 205 | 100 | 105 | 205 | 100 | 105 |
Losing Trades | 174 | 89 | 85 | 174 | 89 | 85 |
Profitability (%) | 54.0897 | 52.9101 | 55.2632 | 54.0897 | 52.9101 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.0876 | 1.448 | 0.7657 | 0.8611 | 1.2539 | 0.5695 |
Largest Winning Trade | 154809 | 154809 | 32270 | 93346 | 93346 | 62245 |
Largest Losing Trade | -46661 | -46383 | -46661 | -159038 | -159038 | -133404 |
Avg Bars in Trades | 16 | 22 | 11 | 16 | 22 | 11 |
Avg Bars in Winners | 15 | 18 | 11 | 15 | 18 | 11 |
Avg Bars in Losers | 19 | 26 | 11 | 19 | 26 | 11 |
Bars Traded | 6399 | 4182 | 2217 | 6399 | 4182 | 2217 |
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 | 261626 | 302777 | -579378 | -536895 | -71297 | -579378 |
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{ "first_band": { "type": "kcb", "factors": { "length": 28, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 28, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "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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