Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682290.4199 | 565515.1676 | 116775.2523 | 1168860.9201 | 269888.0849 | 898972.8351 |
Total P&L (%) | 682.2904 | 565.5152 | 116.7753 | 1168.8609 | 269.8881 | 898.9728 |
Avg Daily Profit (%) | 0.3645 | 0.3021 | 0.0624 | 0.1358 | 0.0699 | 0.123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69387 | -76454 | -73011 | -691623 | -640885 | -395951 |
Profit Factor | 2.4864 | 3.1449 | 1.5977 | 1.314 | 1.1237 | 1.5838 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 36.3636 | 30.6122 | 42 | 36.3636 | 30.6122 | 42 |
Ratio Avg Win / Avg Loss | 4.3512 | 7.1285 | 2.2064 | 2.2995 | 2.547 | 2.1872 |
Largest Winning Trade | 438455 | 438455 | 61192 | 585714 | 585714 | 452420 |
Largest Losing Trade | -39265 | -39265 | -21514 | -165324 | -163737 | -165324 |
Avg Bars in Trades | 111 | 91 | 131 | 111 | 91 | 131 |
Avg Bars in Winners | 228 | 197 | 251 | 228 | 197 | 251 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 11027 | 4467 | 6559 | 11027 | 4467 | 6559 |
Profit Streak | 0 | 35.6482 | 0 | 0 | 35.6482 | 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 | 329157 | 288711 | -289777 | -15047 | -189887 | -208582 |
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{ "first_band": { "type": "kcb", "factors": { "length": 162, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "offset": 0 } } }
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# | 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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