Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542550.015 | 1474449.4153 | 68100.5997 | 5322151.0141 | 4396993.4958 | 925157.5183 |
Total P&L (%) | 1542.55 | 1474.4494 | 68.1006 | 5322.151 | 4396.9935 | 925.1575 |
Avg Daily Profit (%) | 0.849 | 0.8115 | 0.0375 | 0.22 | 0.2097 | 0.1282 |
Buy And Hold Return (%) | 647.8143 | 647.8143 | 647.8143 | 647.8143 | 647.8143 | 647.8143 |
Max Trade Drawdown | -109938 | -60179 | -96490 | -6250827 | -4292905 | -4508692 |
Profit Factor | 2.7228 | 4.4586 | 1.1452 | 1.2126 | 1.3619 | 1.0718 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Profitability (%) | 31.8548 | 32.2581 | 31.4516 | 31.8548 | 32.2581 | 31.4516 |
Ratio Avg Win / Avg Loss | 5.8248 | 9.3631 | 2.4959 | 2.5941 | 2.8599 | 2.3361 |
Largest Winning Trade | 931776 | 931776 | 78223 | 4480382 | 4480382 | 2140218 |
Largest Losing Trade | -18954 | -15266 | -18954 | -1094848 | -800740 | -1094848 |
Avg Bars in Trades | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Winners | 199 | 171 | 227 | 199 | 171 | 227 |
Avg Bars in Losers | 33 | 35 | 32 | 33 | 35 | 32 |
Bars Traded | 21468 | 9818 | 11650 | 21468 | 9818 | 11650 |
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 | 298691 | 302422 | -375754 | 111995 | 87377 | -201901 |
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{ "first_band": { "type": "kcb", "factors": { "length": 164, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 164, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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