Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089679.7405 | 1102215.9634 | -12536.2229 | 65884.8856 | -4646.3169 | 70531.2026 |
Total P&L (%) | 1089.6797 | 1102.216 | -12.5362 | 65.8849 | -4.6463 | 70.5312 |
Avg Daily Profit (%) | 0.4896 | 0.4952 | -0.0056 | 0.0227 | -0.0021 | 0.024 |
Buy And Hold Return (%) | 209.5509 | 209.5509 | 209.5509 | 209.5509 | 209.5509 | 209.5509 |
Max Trade Drawdown | -173614 | -115630 | -175263 | -377933 | -327278 | -116116 |
Profit Factor | 2.5669 | 4.6528 | 0.9682 | 1.0676 | 0.9922 | 1.1861 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 51.1364 | 54.5455 | 47.7273 | 51.1364 | 54.5455 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.4528 | 3.8773 | 1.0604 | 1.0202 | 0.8268 | 1.2991 |
Largest Winning Trade | 1013951 | 1013951 | 36005 | 171694 | 171694 | 48520 |
Largest Losing Trade | -65310 | -47817 | -65310 | -184555 | -184555 | -45933 |
Avg Bars in Trades | 73 | 106 | 40 | 73 | 106 | 40 |
Avg Bars in Winners | 68 | 82 | 51 | 68 | 82 | 51 |
Avg Bars in Losers | 78 | 134 | 29 | 78 | 134 | 29 |
Bars Traded | 6457 | 4688 | 1769 | 6457 | 4688 | 1769 |
Profit Streak | 148.5023 | 148.5023 | 310.8357 | 148.5023 | 148.5023 | 310.8357 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574985 | 667859 | -578590 | -472658 | -579167 | -341902 |
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{ "first_band": { "type": "kcb", "factors": { "length": 90, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 90, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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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