Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274034.7468 | 1271019.8109 | 3014.9359 | 408419.0437 | -19127.0034 | 427546.0472 |
Total P&L (%) | 1274.0347 | 1271.0198 | 3.0149 | 408.419 | -19.127 | 427.546 |
Avg Daily Profit (%) | 0.6732 | 0.6716 | 0.0016 | 0.086 | -0.0112 | 0.0879 |
Buy And Hold Return (%) | 168.0726 | 168.0726 | 168.0726 | 168.0726 | 168.0726 | 168.0726 |
Max Trade Drawdown | -90788 | -137777 | -37689 | -1571584 | -2211469 | -385124 |
Profit Factor | 3.5339 | 4.393 | 1.0235 | 1.0789 | 0.9953 | 1.3983 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 39.5604 | 28.8889 | 50 | 39.5604 | 28.8889 | 50 |
Ratio Avg Win / Avg Loss | 5.399 | 10.8136 | 1.0235 | 1.6484 | 2.4501 | 1.3983 |
Largest Winning Trade | 959905 | 959905 | 23329 | 1655068 | 1655068 | 250021 |
Largest Losing Trade | -39547 | -39547 | -20859 | -484069 | -484069 | -186725 |
Avg Bars in Trades | 39 | 72 | 6 | 39 | 72 | 6 |
Avg Bars in Winners | 55 | 139 | 9 | 55 | 139 | 9 |
Avg Bars in Losers | 28 | 46 | 4 | 28 | 46 | 4 |
Bars Traded | 3585 | 3282 | 302 | 3585 | 3282 | 302 |
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 | 539458 | 245143 | -550767 | -218623 | -590609 | -78066 |
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{ "first_band": { "type": "kcb", "factors": { "length": 38, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 38, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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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