Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1465785.8605 | 1460404.2368 | 5381.6237 | 278439.2535 | 516585.5306 | -238146.2771 |
Total P&L (%) | 1465.7859 | 1460.4042 | 5.3816 | 278.4393 | 516.5855 | -238.1463 |
Avg Daily Profit (%) | 0.8085 | 0.8055 | 0.003 | 0.0734 | 0.1004 | 0 |
Buy And Hold Return (%) | 640.8813 | 640.8813 | 640.8813 | 640.8813 | 640.8813 | 640.8813 |
Max Trade Drawdown | -118791 | -125168 | -101375 | -1705814 | -1097421 | -1437274 |
Profit Factor | 3.4769 | 5.5263 | 1.02 | 1.0545 | 1.1853 | 0.8975 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.7087 | 5.8947 | 1.088 | 1.1248 | 1.2643 | 0.9574 |
Largest Winning Trade | 1109159 | 1109159 | 56475 | 1109159 | 1109159 | 682884 |
Largest Losing Trade | -87938 | -50915 | -87938 | -1357714 | -634672 | -1357714 |
Avg Bars in Trades | 55 | 74 | 35 | 55 | 74 | 35 |
Avg Bars in Winners | 55 | 74 | 37 | 55 | 74 | 37 |
Avg Bars in Losers | 54 | 75 | 33 | 54 | 75 | 33 |
Bars Traded | 3419 | 2324 | 1095 | 3419 | 2324 | 1095 |
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 | -144278 | 563538 | -553825 | -580415 | -241731 | -581445 |
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{ "first_band": { "type": "kcb", "factors": { "length": 104, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 104, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "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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