Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1266315.8185 | 1294173.816 | -27857.9976 | 569167.6631 | 1639023.0086 | -1069855.3456 |
Total P&L (%) | 1266.3158 | 1294.1738 | -27.858 | 569.1677 | 1639.023 | -1069.8553 |
Avg Daily Profit (%) | 0.6986 | 0.7139 | -0.0154 | 0.1049 | 0.1577 | 0 |
Buy And Hold Return (%) | 465.342 | 465.342 | 465.342 | 465.342 | 465.342 | 465.342 |
Max Trade Drawdown | -149756 | -69186 | -109443 | -1471506 | -1044516 | -1181672 |
Profit Factor | 2.5944 | 4.7167 | 0.9375 | 1.0885 | 1.5766 | 0.7022 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 40.2878 | 37.1429 | 43.4783 | 40.2878 | 37.1429 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.8453 | 7.9821 | 1.2188 | 1.6132 | 2.6681 | 0.9128 |
Largest Winning Trade | 839657 | 839657 | 79166 | 1322885 | 1322885 | 412947 |
Largest Losing Trade | -39202 | -26150 | -39202 | -409705 | -409705 | -373581 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 79 | 84 | 74 | 79 | 84 | 74 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 7143 | 3574 | 3569 | 7143 | 3574 | 3569 |
Profit Streak | 26.7009 | 79.2009 | 0 | 26.7009 | 79.2009 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396712 | -81783 | -683605 | -273853 | -90580 | -685272 |
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{ "first_band": { "type": "kcb", "factors": { "length": 85, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "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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