Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702417.8152 | 748751.2234 | -46333.4082 | -59004.5768 | 134782.768 | -193787.3448 |
Total P&L (%) | 702.4178 | 748.7512 | -46.3334 | -59.0046 | 134.7828 | -193.7873 |
Avg Daily Profit (%) | 0.3651 | 0.3892 | -0.0241 | -0.0463 | 0.0444 | 0 |
Buy And Hold Return (%) | 57.1694 | 57.1694 | 57.1694 | 57.1694 | 57.1694 | 57.1694 |
Max Trade Drawdown | -255131 | -220844 | -58278 | -1040509 | -904863 | -203398 |
Profit Factor | 2.3473 | 2.9527 | 0.664 | 0.9658 | 1.104 | 0.5494 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 41.3333 | 32.4324 | 50 | 41.3333 | 32.4324 | 50 |
Ratio Avg Win / Avg Loss | 3.3317 | 6.1515 | 0.664 | 1.3708 | 2.3 | 0.5494 |
Largest Winning Trade | 869801 | 869801 | 16544 | 938162 | 938162 | 97983 |
Largest Losing Trade | -42879 | -42879 | -36470 | -463644 | -463644 | -184598 |
Avg Bars in Trades | 97 | 188 | 8 | 97 | 188 | 8 |
Avg Bars in Winners | 131 | 326 | 8 | 131 | 326 | 8 |
Avg Bars in Losers | 72 | 122 | 7 | 72 | 122 | 7 |
Bars Traded | 7282 | 6977 | 305 | 7282 | 6977 | 305 |
Profit Streak | 35.6181 | 0 | 35.8681 | 35.6181 | 0 | 35.8681 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50185 | 304825 | -579944 | -643216 | -250009 | -579944 |
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{ "first_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 28, "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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