Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542241.4719 | 332137.898 | 210103.5738 | 1213126.5611 | -53167.1706 | 1266293.7317 |
Total P&L (%) | 542.2415 | 332.1379 | 210.1036 | 1213.1266 | -53.1672 | 1266.2937 |
Avg Daily Profit (%) | 0.3038 | 0.1861 | 0.1177 | 0.1444 | -0.0425 | 0.1466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109646 | -104472 | -64604 | -4094409 | -3813915 | -2175791 |
Profit Factor | 1.5273 | 1.6072 | 1.4364 | 1.0484 | 0.9961 | 1.111 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 46.6403 | 46.8254 | 46.4567 | 46.6403 | 46.8254 | 46.4567 |
Ratio Avg Win / Avg Loss | 1.7473 | 1.8251 | 1.6556 | 1.1994 | 1.1312 | 1.2805 |
Largest Winning Trade | 123798 | 123798 | 41998 | 1735922 | 1735922 | 1059978 |
Largest Losing Trade | -34481 | -34481 | -28270 | -1172121 | -1172121 | -728333 |
Avg Bars in Trades | 76 | 86 | 67 | 76 | 86 | 67 |
Avg Bars in Winners | 104 | 119 | 88 | 104 | 119 | 88 |
Avg Bars in Losers | 52 | 57 | 48 | 52 | 57 | 48 |
Bars Traded | 19406 | 10882 | 8524 | 19406 | 10882 | 8524 |
Profit Streak | 20.4884 | 0 | 20.5717 | 20.4884 | 0 | 20.5717 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434868 | 327243 | -34856 | -166645 | -580565 | -96366 |
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{ "first_band": { "type": "kcb", "factors": { "length": 243, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 243, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "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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