Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14857866.0762 | 14907141.7838 | -49275.7075 | 2542805.3685 | 2384365.0244 | 158440.3441 |
Total P&L (%) | 14857.8661 | 14907.1418 | -49.2757 | 2542.8054 | 2384.365 | 158.4403 |
Avg Daily Profit (%) | 6.5554 | 6.5772 | -0.0217 | 0.1446 | 0.1418 | 0.0419 |
Buy And Hold Return (%) | 9599.2791 | 9599.2791 | 9599.2791 | 9599.2791 | 9599.2791 | 9599.2791 |
Max Trade Drawdown | -231380 | -166508 | -107078 | -14235579 | -12113674 | -5457820 |
Profit Factor | 28.2321 | 49.7935 | 0.7948 | 1.1044 | 1.1501 | 1.0187 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 43.8776 | 40.8163 | 46.9388 | 43.8776 | 40.8163 | 46.9388 |
Ratio Avg Win / Avg Loss | 36.1108 | 72.2005 | 0.8984 | 1.4126 | 1.6676 | 1.1516 |
Largest Winning Trade | 14880844 | 14880844 | 32866 | 12520906 | 12520906 | 2507546 |
Largest Losing Trade | -40039 | -40039 | -28614 | -3715459 | -3715459 | -1772412 |
Avg Bars in Trades | 129 | 135 | 124 | 129 | 135 | 124 |
Avg Bars in Winners | 203 | 226 | 183 | 203 | 226 | 183 |
Avg Bars in Losers | 72 | 73 | 71 | 72 | 73 | 71 |
Bars Traded | 12734 | 6657 | 6077 | 12734 | 6657 | 6077 |
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 | 448151 | 400594 | -581872 | -273213 | -226825 | -503766 |
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{ "first_band": { "type": "kcb", "factors": { "length": 213, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 213, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 98, "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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