Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529954.6085 | 1454186.8763 | 75767.7322 | 4009721.1699 | 3393154.1875 | 616566.9825 |
Total P&L (%) | 1529.9546 | 1454.1869 | 75.7677 | 4009.7212 | 3393.1542 | 616.567 |
Avg Daily Profit (%) | 0.8394 | 0.7978 | 0.0416 | 0.2041 | 0.1951 | 0.1081 |
Buy And Hold Return (%) | 803.3429 | 803.3429 | 803.3429 | 803.3429 | 803.3429 | 803.3429 |
Max Trade Drawdown | -68273 | -74033 | -43722 | -4163733 | -2234863 | -3024511 |
Profit Factor | 4.2437 | 7.2228 | 1.3184 | 1.2355 | 1.4048 | 1.0714 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 41.0256 | 47.5 | 44.3038 | 41.0256 | 47.5 |
Ratio Avg Win / Avg Loss | 5.335 | 10.3828 | 1.4572 | 1.5532 | 2.0194 | 1.1841 |
Largest Winning Trade | 813480 | 813480 | 56176 | 5014787 | 5014787 | 2545768 |
Largest Losing Trade | -42394 | -27038 | -42394 | -3024511 | -1334654 | -3024511 |
Avg Bars in Trades | 65 | 68 | 61 | 65 | 68 | 61 |
Avg Bars in Winners | 96 | 105 | 88 | 96 | 105 | 88 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 5153 | 2682 | 2471 | 5153 | 2682 | 2471 |
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 | -20577 | 361867 | -303905 | -25960 | 156195 | -357013 |
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "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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