Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2455299.2821 | 2324796.0362 | 130503.2459 | 3610976.3615 | -6024743.256 | 9635719.6175 |
Total P&L (%) | 2455.2993 | 2324.796 | 130.5032 | 3610.9764 | -6024.7433 | 9635.7196 |
Avg Daily Profit (%) | 1.3615 | 1.2892 | 0.0724 | 0.2006 | 0 | 0.2542 |
Buy And Hold Return (%) | 183.6636 | 183.6636 | 183.6636 | 183.6636 | 183.6636 | 183.6636 |
Max Trade Drawdown | -103431 | -191762 | -31964 | -29538841 | -37898687 | -3704134 |
Profit Factor | 6.5502 | 7.3011 | 2.7773 | 1.0596 | 0.8828 | 2.0474 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 49.1803 | 41.9355 | 56.6667 | 49.1803 | 41.9355 | 56.6667 |
Ratio Avg Win / Avg Loss | 6.7685 | 10.1092 | 2.1238 | 1.0949 | 1.2224 | 1.5656 |
Largest Winning Trade | 1741229 | 1741229 | 26694 | 15810430 | 15810430 | 2804744 |
Largest Losing Trade | -64779 | -64779 | -15310 | -17293877 | -17293877 | -3704134 |
Avg Bars in Trades | 85 | 131 | 37 | 85 | 131 | 37 |
Avg Bars in Winners | 99 | 158 | 54 | 99 | 158 | 54 |
Avg Bars in Losers | 72 | 112 | 15 | 72 | 112 | 15 |
Bars Traded | 5227 | 4090 | 1137 | 5227 | 4090 | 1137 |
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 | -144136 | 681938 | -255976 | -313284 | -582287 | 475538 |
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{ "first_band": { "type": "kcb", "factors": { "length": 157, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 157, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "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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