Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002249.3397 | 1137206.5416 | -134957.2019 | -82461.8328 | 162292.7275 | -244754.5603 |
Total P&L (%) | 1002.2493 | 1137.2065 | -134.9572 | -82.4618 | 162.2927 | -244.7546 |
Avg Daily Profit (%) | 0.535 | 0.6071 | -0.072 | -0.0929 | 0.0515 | 0 |
Buy And Hold Return (%) | 386.5133 | 386.5133 | 386.5133 | 386.5133 | 386.5133 | 386.5133 |
Max Trade Drawdown | -217764 | -202530 | -199575 | -422063 | -271696 | -361193 |
Profit Factor | 1.7007 | 2.4467 | 0.7905 | 0.9328 | 1.2538 | 0.5839 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Losing Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Profitability (%) | 46.3504 | 47.4453 | 45.2555 | 46.3504 | 47.4453 | 45.2555 |
Ratio Avg Win / Avg Loss | 1.9686 | 2.7102 | 0.9563 | 1.0797 | 1.3888 | 0.7063 |
Largest Winning Trade | 961730 | 961730 | 21497 | 224767 | 224767 | 68387 |
Largest Losing Trade | -76680 | -45895 | -76680 | -211534 | -196697 | -211534 |
Avg Bars in Trades | 80 | 104 | 57 | 80 | 104 | 57 |
Avg Bars in Winners | 95 | 114 | 75 | 95 | 114 | 75 |
Avg Bars in Losers | 68 | 94 | 43 | 68 | 94 | 43 |
Bars Traded | 22146 | 14264 | 7882 | 22146 | 14264 | 7882 |
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 | 383936 | 425953 | -582814 | -579097 | -291316 | -582814 |
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{ "first_band": { "type": "kcb", "factors": { "length": 208, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 208, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "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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