Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514486.1009 | 1547288.2265 | -32802.1256 | 99113.5208 | 443903.6328 | -344790.1119 |
Total P&L (%) | 1514.4861 | 1547.2882 | -32.8021 | 99.1135 | 443.9036 | -344.7901 |
Avg Daily Profit (%) | 0.8015 | 0.8188 | -0.0174 | 0.0365 | 0.0897 | 0 |
Buy And Hold Return (%) | 273.3333 | 273.3333 | 273.3333 | 273.3333 | 273.3333 | 273.3333 |
Max Trade Drawdown | -214695 | -189308 | -82742 | -2631820 | -2352108 | -700224 |
Profit Factor | 2.6443 | 3.4396 | 0.8856 | 1.0159 | 1.099 | 0.8051 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 95 | 38 | 57 | 95 | 38 | 57 |
Losing Trades | 136 | 77 | 59 | 136 | 77 | 59 |
Profitability (%) | 41.1255 | 33.0435 | 49.1379 | 41.1255 | 33.0435 | 49.1379 |
Ratio Avg Win / Avg Loss | 3.7855 | 6.9697 | 0.9167 | 1.4543 | 2.2269 | 0.8333 |
Largest Winning Trade | 1322594 | 1322594 | 17782 | 1955484 | 1955484 | 203110 |
Largest Losing Trade | -38175 | -38175 | -31649 | -773131 | -773131 | -314557 |
Avg Bars in Trades | 48 | 81 | 15 | 48 | 81 | 15 |
Avg Bars in Winners | 65 | 139 | 15 | 65 | 139 | 15 |
Avg Bars in Losers | 36 | 52 | 14 | 36 | 52 | 14 |
Bars Traded | 11101 | 9353 | 1748 | 11101 | 9353 | 1748 |
Profit Streak | 0 | 48.2748 | 0 | 0 | 48.2748 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539845 | 453119 | -581081 | -515315 | -199456 | -581081 |
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{ "first_band": { "type": "kcb", "factors": { "length": 86, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 86, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 22, "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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