Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417996.0984 | 340819.4989 | 77176.5995 | 272489.2515 | 380914.409 | -108425.1575 |
Total P&L (%) | 417.9961 | 340.8195 | 77.1766 | 272.4893 | 380.9144 | -108.4252 |
Avg Daily Profit (%) | 0.1902 | 0.1551 | 0.0351 | 0.0599 | 0.0715 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97597 | -80072 | -88125 | -379591 | -308963 | -412044 |
Profit Factor | 1.2706 | 1.4333 | 1.1018 | 1.06 | 1.1628 | 0.9507 |
Total Trades | 475 | 237 | 238 | 475 | 237 | 238 |
Winning Trades | 217 | 111 | 106 | 217 | 111 | 106 |
Losing Trades | 258 | 126 | 132 | 258 | 126 | 132 |
Profitability (%) | 45.6842 | 46.8354 | 44.5378 | 45.6842 | 46.8354 | 44.5378 |
Ratio Avg Win / Avg Loss | 1.5107 | 1.627 | 1.3721 | 1.2603 | 1.3199 | 1.1839 |
Largest Winning Trade | 103156 | 103156 | 33597 | 187470 | 187470 | 75545 |
Largest Losing Trade | -47854 | -47854 | -32647 | -131179 | -129504 | -131179 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 31 | 29 | 34 | 31 | 29 | 34 |
Avg Bars in Losers | 23 | 27 | 20 | 23 | 27 | 20 |
Bars Traded | 13062 | 6701 | 6361 | 13062 | 6701 | 6361 |
Profit Streak | 7.8291 | 0 | 10.9957 | 7.8291 | 0 | 10.9957 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371193 | 323237 | -255014 | -265727 | -139193 | -579626 |
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{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 79, "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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