Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217737.044 | 1162293.7312 | 55443.3128 | 1304655.0978 | 1099671.5293 | 204983.5685 |
Total P&L (%) | 1217.737 | 1162.2937 | 55.4433 | 1304.6551 | 1099.6715 | 204.9836 |
Avg Daily Profit (%) | 0.487 | 0.4648 | 0.0222 | 0.1057 | 0.0994 | 0.0446 |
Buy And Hold Return (%) | 272.3041 | 272.3041 | 272.3041 | 272.3041 | 272.3041 | 272.3041 |
Max Trade Drawdown | -102591 | -63275 | -48382 | -2921336 | -1749401 | -1408964 |
Profit Factor | 3.1848 | 4.2671 | 1.275 | 1.1472 | 1.1899 | 1.0667 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 40 | 34.2857 | 45.7143 | 40 | 34.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.7772 | 8.1786 | 1.5141 | 1.7208 | 2.2807 | 1.2667 |
Largest Winning Trade | 1063881 | 1063881 | 31826 | 1739020 | 1739020 | 440526 |
Largest Losing Trade | -24828 | -24828 | -18371 | -453036 | -453036 | -369267 |
Avg Bars in Trades | 69 | 93 | 45 | 69 | 93 | 45 |
Avg Bars in Winners | 126 | 195 | 74 | 126 | 195 | 74 |
Avg Bars in Losers | 31 | 40 | 21 | 31 | 40 | 21 |
Bars Traded | 9764 | 6575 | 3188 | 9764 | 6575 | 3188 |
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 | 405232 | -84994 | -424102 | -113967 | -173107 | -542402 |
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{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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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