Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71214.9074 | 50825.6052 | 20389.3023 | 71074.045 | 62341.2662 | 8732.7788 |
Total P&L (%) | 71.2149 | 50.8256 | 20.3893 | 71.074 | 62.3413 | 8.7328 |
Avg Daily Profit (%) | 0.2735 | 0.1952 | 0.0783 | 0.2064 | 0.1862 | 0.0322 |
Buy And Hold Return (%) | 10.6105 | 10.6105 | 10.6105 | 10.6105 | 10.6105 | 10.6105 |
Max Trade Drawdown | -24179 | -40503 | -27543 | -24560 | -33632 | -26071 |
Profit Factor | 1.3963 | 1.5613 | 1.2287 | 1.4048 | 1.7579 | 1.0936 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.7979 | 0.8922 | 0.7021 | 0.8027 | 1.0045 | 0.6249 |
Largest Winning Trade | 13096 | 13096 | 10339 | 18131 | 18131 | 8260 |
Largest Losing Trade | -24081 | -13439 | -24081 | -22349 | -12580 | -22349 |
Avg Bars in Trades | 223 | 217 | 228 | 223 | 217 | 228 |
Avg Bars in Winners | 169 | 162 | 175 | 169 | 162 | 175 |
Avg Bars in Losers | 317 | 315 | 320 | 317 | 315 | 320 |
Bars Traded | 24547 | 11977 | 12570 | 24547 | 11977 | 12570 |
Profit Streak | 5.6375 | 45.4812 | 5.6375 | 5.6375 | 45.4812 | 5.6375 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320453 | -171983 | -276823 | 301369 | -169081 | -613959 |
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{ "first_band": { "type": "kcb", "factors": { "length": 195, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 138, "offset": 172 } } }
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# | 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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