Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439560.2861 | 307372.4927 | 132187.7934 | 757754.6287 | 377697.1827 | 380057.446 |
Total P&L (%) | 439.5603 | 307.3725 | 132.1878 | 757.7546 | 377.6972 | 380.0574 |
Avg Daily Profit (%) | 0.3561 | 0.249 | 0.1071 | 0.1742 | 0.1268 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57964 | -44269 | -57837 | -269809 | -227022 | -194881 |
Profit Factor | 1.7176 | 2.0049 | 1.4311 | 1.5793 | 1.5602 | 1.5996 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 56.9343 | 58.8235 | 55.0725 | 56.9343 | 58.8235 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.2992 | 1.4034 | 1.1675 | 1.1946 | 1.0922 | 1.305 |
Largest Winning Trade | 127106 | 127106 | 24064 | 221830 | 221830 | 125808 |
Largest Losing Trade | -63213 | -36137 | -63213 | -194881 | -115260 | -194881 |
Avg Bars in Trades | 33 | 42 | 25 | 33 | 42 | 25 |
Avg Bars in Winners | 37 | 46 | 28 | 37 | 46 | 28 |
Avg Bars in Losers | 28 | 36 | 21 | 28 | 36 | 21 |
Bars Traded | 4641 | 2904 | 1737 | 4641 | 2904 | 1737 |
Profit Streak | 11.309 | 11.309 | 70.559 | 11.309 | 11.309 | 70.559 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499823 | -96662 | -148466 | 446161 | -129525 | -120667 |
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{ "first_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 52, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 81, "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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