Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318301.9775 | 90498.2685 | 227803.709 | 253903.0039 | -140670.6465 | 394573.6504 |
Total P&L (%) | 318.302 | 90.4983 | 227.8037 | 253.903 | -140.6706 | 394.5737 |
Avg Daily Profit (%) | 0.1912 | 0.0544 | 0.1368 | 0.076 | 0 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129955 | -85729 | -57550 | -673674 | -595584 | -234689 |
Profit Factor | 1.6355 | 1.3005 | 2.1407 | 1.1363 | 0.8806 | 1.5758 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 49.505 | 43.1373 | 56 | 49.505 | 43.1373 | 56 |
Ratio Avg Win / Avg Loss | 1.6682 | 1.7143 | 1.682 | 1.159 | 1.1608 | 1.2381 |
Largest Winning Trade | 126015 | 126015 | 65619 | 280512 | 280512 | 191226 |
Largest Losing Trade | -41111 | -41111 | -38416 | -162555 | -162555 | -100529 |
Avg Bars in Trades | 47 | 36 | 58 | 47 | 36 | 58 |
Avg Bars in Winners | 68 | 51 | 81 | 68 | 51 | 81 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 4821 | 1877 | 2943 | 4821 | 1877 | 2943 |
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 | 385886 | -301847 | -185550 | -162090 | -761835 | -242217 |
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{ "first_band": { "type": "kcb", "factors": { "length": 78, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "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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