Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846600.7268 | 1804268.502 | 42332.2248 | -205360.3547 | 341696.6758 | -547057.0305 |
Total P&L (%) | 1846.6007 | 1804.2685 | 42.3322 | -205.3604 | 341.6967 | -547.057 |
Avg Daily Profit (%) | 0.9819 | 0.9594 | 0.0225 | 0 | 0.079 | 0 |
Buy And Hold Return (%) | 502.5118 | 502.5118 | 502.5118 | 502.5118 | 502.5118 | 502.5118 |
Max Trade Drawdown | -126847 | -102919 | -130521 | -1604076 | -609386 | -1183973 |
Profit Factor | 3.5272 | 5.5588 | 1.1264 | 0.9162 | 1.3271 | 0.611 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 63 | 25 | 38 | 73 | 41 | 32 |
Losing Trades | 70 | 41 | 29 | 60 | 25 | 35 |
Profitability (%) | 47.3684 | 37.8788 | 56.7164 | 54.8872 | 62.1212 | 47.7612 |
Ratio Avg Win / Avg Loss | 3.9191 | 9.1164 | 0.8596 | 0.7531 | 0.8092 | 0.6683 |
Largest Winning Trade | 1566690 | 1566690 | 36528 | 875865 | 875865 | 340357 |
Largest Losing Trade | -101793 | -31275 | -101793 | -1092847 | -358898 | -1092847 |
Avg Bars in Trades | 81 | 98 | 64 | 81 | 98 | 64 |
Avg Bars in Winners | 103 | 148 | 74 | 67 | 79 | 52 |
Avg Bars in Losers | 60 | 67 | 50 | 97 | 128 | 74 |
Bars Traded | 10775 | 6485 | 4290 | 10775 | 6485 | 4290 |
Profit Streak | 72.9487 | 72.9487 | 86.6154 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 659923 | -109282 | -526174 | -579792 | -377254 | -698606 |
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{ "first_band": { "type": "kcb", "factors": { "length": 210, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 177, "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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