Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603700.0652 | 1673279.009 | -69578.9437 | 197703.0893 | 931936.1581 | -734233.0688 |
Total P&L (%) | 1603.7001 | 1673.279 | -69.5789 | 197.7031 | 931.9362 | -734.2331 |
Avg Daily Profit (%) | 0.7699 | 0.8033 | -0.0334 | 0.0524 | 0.1121 | 0 |
Buy And Hold Return (%) | 860.7423 | 860.7423 | 860.7423 | 860.7423 | 860.7423 | 860.7423 |
Max Trade Drawdown | -249639 | -197883 | -80317 | -4633157 | -3775193 | -1536422 |
Profit Factor | 3.1134 | 4.3206 | 0.727 | 1.0195 | 1.1281 | 0.743 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 45.3947 | 39.4737 | 51.3158 | 45.3947 | 39.4737 | 51.3158 |
Ratio Avg Win / Avg Loss | 3.7451 | 6.625 | 0.6898 | 1.2264 | 1.7297 | 0.7049 |
Largest Winning Trade | 1305186 | 1305186 | 22780 | 4402072 | 4402072 | 389324 |
Largest Losing Trade | -34765 | -34765 | -33752 | -985616 | -985616 | -440364 |
Avg Bars in Trades | 159 | 288 | 30 | 159 | 288 | 30 |
Avg Bars in Winners | 230 | 489 | 31 | 230 | 489 | 31 |
Avg Bars in Losers | 100 | 158 | 29 | 100 | 158 | 29 |
Bars Traded | 24232 | 21946 | 2286 | 24232 | 21946 | 2286 |
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 | 362234 | -40348 | -630065 | -488797 | -315054 | -630065 |
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{ "first_band": { "type": "kcb", "factors": { "length": 226, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 226, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 75, "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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