Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1585632.4098 | 1562237.7647 | 23394.6451 | 364854.7348 | -76713.2082 | 441567.943 |
Total P&L (%) | 1585.6324 | 1562.2378 | 23.3946 | 364.8547 | -76.7132 | 441.5679 |
Avg Daily Profit (%) | 0.8845 | 0.8715 | 0.0131 | 0.0858 | -0.0813 | 0.0943 |
Buy And Hold Return (%) | 345.7933 | 345.7933 | 345.7933 | 345.7933 | 345.7933 | 345.7933 |
Max Trade Drawdown | -135413 | -110184 | -120973 | -2219927 | -1653830 | -986842 |
Profit Factor | 3.4217 | 6.0142 | 1.0682 | 1.0526 | 0.9789 | 1.1338 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 43.6893 | 45.098 | 42.3077 | 43.6893 | 45.098 | 42.3077 |
Ratio Avg Win / Avg Loss | 4.4101 | 7.3217 | 1.4566 | 1.3566 | 1.1917 | 1.546 |
Largest Winning Trade | 1149813 | 1149813 | 59299 | 899707 | 899707 | 695117 |
Largest Losing Trade | -77936 | -34240 | -77936 | -563352 | -497117 | -563352 |
Avg Bars in Trades | 49 | 59 | 40 | 49 | 59 | 40 |
Avg Bars in Winners | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Losers | 31 | 44 | 19 | 31 | 44 | 19 |
Bars Traded | 5137 | 3042 | 2095 | 5137 | 3042 | 2095 |
Profit Streak | 0 | 8.3469 | 0 | 0 | 8.3469 | 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 | 572444 | -161295 | -669777 | -391990 | -760400 | -402030 |
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{ "first_band": { "type": "kcb", "factors": { "length": 99, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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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