Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272701.5802 | 1294195.4922 | -21493.9119 | 292644.045 | 1163087.0622 | -870443.0171 |
Total P&L (%) | 1272.7016 | 1294.1955 | -21.4939 | 292.644 | 1163.0871 | -870.443 |
Avg Daily Profit (%) | 0.6994 | 0.7112 | -0.0118 | 0.0752 | 0.1395 | 0 |
Buy And Hold Return (%) | 691.4234 | 691.4234 | 691.4234 | 691.4234 | 691.4234 | 691.4234 |
Max Trade Drawdown | -235658 | -158817 | -97636 | -2869487 | -1667098 | -1479910 |
Profit Factor | 2.9703 | 4.374 | 0.9181 | 1.0498 | 1.3597 | 0.6706 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 44.2623 | 46.6667 | 41.9355 | 44.2623 | 46.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.7404 | 4.9988 | 1.2712 | 1.322 | 1.5539 | 0.9285 |
Largest Winning Trade | 973678 | 973678 | 53488 | 1536029 | 1536029 | 438677 |
Largest Losing Trade | -56698 | -56698 | -41422 | -805664 | -751132 | -805664 |
Avg Bars in Trades | 114 | 164 | 66 | 114 | 164 | 66 |
Avg Bars in Winners | 122 | 163 | 78 | 122 | 163 | 78 |
Avg Bars in Losers | 108 | 166 | 57 | 108 | 166 | 57 |
Bars Traded | 6993 | 4944 | 2049 | 6993 | 4944 | 2049 |
Profit Streak | 0 | 166.1722 | 0 | 0 | 166.1722 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158203 | 404461 | -582287 | -592311 | -14648 | -583954 |
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{ "first_band": { "type": "kcb", "factors": { "length": 209, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 209, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "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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