Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7649827.7711 | 7704692.6411 | -54864.87 | 152391.772 | 1493578.0627 | -1341186.2908 |
Total P&L (%) | 7649.8278 | 7704.6926 | -54.8649 | 152.3918 | 1493.5781 | -1341.1863 |
Avg Daily Profit (%) | 3.2241 | 3.2473 | -0.0231 | 0.039 | 0.1168 | 0 |
Buy And Hold Return (%) | 535.7137 | 535.7137 | 535.7137 | 535.7137 | 535.7137 | 535.7137 |
Max Trade Drawdown | -300319 | -226088 | -142270 | -3067278 | -1620791 | -1503031 |
Profit Factor | 13.7193 | 21.5439 | 0.7577 | 1.0396 | 1.7396 | 0.2654 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 42.1687 | 34.1463 | 50 | 42.1687 | 34.1463 | 50 |
Ratio Avg Win / Avg Loss | 18.8151 | 41.549 | 0.7577 | 1.4258 | 3.3549 | 0.2654 |
Largest Winning Trade | 7820989 | 7820989 | 29410 | 3093143 | 3093143 | 226326 |
Largest Losing Trade | -58071 | -58071 | -31415 | -984158 | -612777 | -984158 |
Avg Bars in Trades | 75 | 136 | 15 | 75 | 136 | 15 |
Avg Bars in Winners | 102 | 233 | 15 | 102 | 233 | 15 |
Avg Bars in Losers | 56 | 87 | 16 | 56 | 87 | 16 |
Bars Traded | 6285 | 5614 | 670 | 6285 | 5614 | 670 |
Profit Streak | 100.9851 | 0 | 161.6517 | 100.9851 | 0 | 161.6517 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 721288 | 636805 | -579491 | -487241 | -42849 | -579491 |
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{ "first_band": { "type": "kcb", "factors": { "length": 109, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "offset": 0 } } }
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# | 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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