Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2477220.9431 | 2492546.6235 | -15325.6804 | 61804.7185 | 1704740.4485 | -1642935.73 |
Total P&L (%) | 2477.2209 | 2492.5466 | -15.3257 | 61.8047 | 1704.7404 | -1642.9357 |
Avg Daily Profit (%) | 1.0665 | 1.0731 | -0.0066 | 0.0207 | 0.1246 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177540 | -116283 | -148926 | -2878687 | -1257557 | -1941164 |
Profit Factor | 3.3147 | 5.671 | 0.9714 | 1.0092 | 1.5448 | 0.5418 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 33.5664 | 33.3333 | 33.8028 | 33.5664 | 33.3333 | 33.8028 |
Ratio Avg Win / Avg Loss | 6.5603 | 11.342 | 1.9024 | 1.9974 | 3.0895 | 1.061 |
Largest Winning Trade | 2303083 | 2303083 | 80409 | 2913967 | 2913967 | 398361 |
Largest Losing Trade | -56862 | -27295 | -56862 | -744511 | -408421 | -744511 |
Avg Bars in Trades | 94 | 84 | 104 | 94 | 84 | 104 |
Avg Bars in Winners | 196 | 167 | 224 | 196 | 167 | 224 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 13513 | 6095 | 7418 | 13513 | 6095 | 7418 |
Profit Streak | 0 | 0 | 26.7163 | 0 | 0 | 26.7163 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494001 | -64249 | -670715 | -381028 | -109461 | -671827 |
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{ "first_band": { "type": "kcb", "factors": { "length": 149, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 149, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "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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