Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377616.3552 | 375218.0882 | 2398.267 | -80021.0872 | 22454.9584 | -102476.0456 |
Total P&L (%) | 377.6164 | 375.2181 | 2.3983 | -80.0211 | 22.455 | -102.476 |
Avg Daily Profit (%) | 0.2006 | 0.1993 | 0.0013 | -0.0855 | 0.0108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150353 | -111838 | -152043 | -136814 | -48724 | -141960 |
Profit Factor | 1.3274 | 1.6862 | 1.004 | 0.8588 | 1.095 | 0.6897 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 55.3571 | 52.381 | 58.3333 | 55.3571 | 52.381 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0705 | 1.5329 | 0.7171 | 0.6926 | 0.9955 | 0.4926 |
Largest Winning Trade | 144295 | 144295 | 37146 | 38605 | 38605 | 19839 |
Largest Losing Trade | -78903 | -49499 | -78903 | -108078 | -21577 | -108078 |
Avg Bars in Trades | 66 | 88 | 43 | 66 | 88 | 43 |
Avg Bars in Winners | 63 | 79 | 49 | 63 | 79 | 49 |
Avg Bars in Losers | 69 | 98 | 36 | 69 | 98 | 36 |
Bars Traded | 11109 | 7430 | 3678 | 11109 | 7430 | 3678 |
Profit Streak | 0 | 0 | 75.2189 | 0 | 0 | 75.2189 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340276 | 388413 | -573013 | -579203 | -301429 | -579061 |
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{ "first_band": { "type": "kcb", "factors": { "length": 67, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } } }
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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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