Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334565.0479 | 260014.3281 | 74550.7198 | 33475.5236 | 73615.7932 | -40140.2695 |
Total P&L (%) | 334.565 | 260.0143 | 74.5507 | 33.4755 | 73.6158 | -40.1403 |
Avg Daily Profit (%) | 0.3289 | 0.2556 | 0.0733 | 0.0284 | 0.0542 | -0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -279049 | -166424 | -155422 | -340984 | -228627 | -183121 |
Profit Factor | 1.2851 | 1.4085 | 1.1388 | 1.0347 | 1.1423 | 0.9101 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 187 | 97 | 90 | 187 | 97 | 90 |
Profitability (%) | 44.3452 | 42.2619 | 46.4286 | 44.3452 | 42.2619 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.6128 | 1.9243 | 1.314 | 1.2986 | 1.5606 | 1.0501 |
Largest Winning Trade | 165875 | 165875 | 31900 | 126239 | 126239 | 40906 |
Largest Losing Trade | -31566 | -25566 | -31566 | -89337 | -82481 | -89337 |
Avg Bars in Trades | 71 | 83 | 59 | 71 | 83 | 59 |
Avg Bars in Winners | 86 | 89 | 83 | 86 | 89 | 83 |
Avg Bars in Losers | 60 | 79 | 39 | 60 | 79 | 39 |
Bars Traded | 24137 | 14081 | 10056 | 24137 | 14081 | 10056 |
Profit Streak | 0 | 0 | 14.9494 | 0 | 0 | 14.9494 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337826 | 261700 | -163431 | -340511 | -186035 | -579588 |
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{ "first_band": { "type": "kcb", "factors": { "length": 212, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 192, "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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