Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1351092.7299 | 1268142.0963 | 82950.6336 | 4806089.019 | 4800493.6993 | 5595.3196 |
Total P&L (%) | 1351.0927 | 1268.1421 | 82.9506 | 4806.089 | 4800.4937 | 5.5953 |
Avg Daily Profit (%) | 0.7451 | 0.6993 | 0.0457 | 0.2149 | 0.2149 | 0.003 |
Buy And Hold Return (%) | 540.6651 | 540.6651 | 540.6651 | 540.6651 | 540.6651 | 540.6651 |
Max Trade Drawdown | -95534 | -88428 | -35103 | -9178596 | -7703360 | -2840513 |
Profit Factor | 2.9159 | 4.1444 | 1.2748 | 1.127 | 1.2098 | 1.0004 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 144 | 76 | 68 | 144 | 76 | 68 |
Profitability (%) | 36.5639 | 32.7434 | 40.3509 | 36.5639 | 32.7434 | 40.3509 |
Ratio Avg Win / Avg Loss | 5.0589 | 8.5129 | 1.8844 | 1.9553 | 2.485 | 1.4788 |
Largest Winning Trade | 764777 | 764777 | 65257 | 9034876 | 9034876 | 2616689 |
Largest Losing Trade | -20943 | -20943 | -15941 | -1664556 | -1664556 | -787969 |
Avg Bars in Trades | 46 | 54 | 39 | 46 | 54 | 39 |
Avg Bars in Winners | 91 | 120 | 69 | 91 | 120 | 69 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 10651 | 6131 | 4520 | 10651 | 6131 | 4520 |
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 | 383926 | 285235 | -300553 | -75567 | 66383 | -578700 |
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{ "first_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 7, "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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