Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2112853.0513 | 2095215.4506 | 17637.6007 | 104704.2297 | 580969.7682 | -476265.5386 |
Total P&L (%) | 2112.8531 | 2095.2155 | 17.6376 | 104.7042 | 580.9698 | -476.2655 |
Avg Daily Profit (%) | 1.1435 | 1.1339 | 0.0095 | 0.0388 | 0.1039 | 0 |
Buy And Hold Return (%) | 11.2971 | 11.2971 | 11.2971 | 11.2971 | 11.2971 | 11.2971 |
Max Trade Drawdown | -191609 | -179773 | -48722 | -4423524 | -3198126 | -1423271 |
Profit Factor | 3.412 | 4.6549 | 1.0583 | 1.0103 | 1.0931 | 0.8784 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 85 | 30 | 55 | 85 | 30 | 55 |
Losing Trades | 133 | 79 | 54 | 133 | 79 | 54 |
Profitability (%) | 38.9908 | 27.5229 | 50.4587 | 38.9908 | 27.5229 | 50.4587 |
Ratio Avg Win / Avg Loss | 5.3387 | 12.2578 | 1.039 | 1.5808 | 2.8785 | 0.8624 |
Largest Winning Trade | 2032778 | 2032778 | 31517 | 3120178 | 3120178 | 556832 |
Largest Losing Trade | -27651 | -27651 | -23966 | -813945 | -813945 | -736875 |
Avg Bars in Trades | 33 | 50 | 15 | 33 | 50 | 15 |
Avg Bars in Winners | 44 | 95 | 16 | 44 | 95 | 16 |
Avg Bars in Losers | 25 | 33 | 13 | 25 | 33 | 13 |
Bars Traded | 7214 | 5530 | 1684 | 7214 | 5530 | 1684 |
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 | 606560 | 73380 | -346256 | -352317 | -189839 | -580704 |
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{ "first_band": { "type": "kcb", "factors": { "length": 68, "offset": 203, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 68, "offset": 203, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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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