Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4554035.9276 | 4557540.316 | -3504.3884 | 659356.3771 | 802711.8564 | -143355.4793 |
Total P&L (%) | 4554.0359 | 4557.5403 | -3.5044 | 659.3564 | 802.7119 | -143.3555 |
Avg Daily Profit (%) | 2.0484 | 2.05 | -0.0016 | 0.0912 | 0.099 | 0 |
Buy And Hold Return (%) | 852.7712 | 852.7712 | 852.7712 | 852.7712 | 852.7712 | 852.7712 |
Max Trade Drawdown | -179548 | -125725 | -169126 | -1625725 | -1175078 | -688191 |
Profit Factor | 6.2245 | 9.5743 | 0.9897 | 1.1396 | 1.2758 | 0.921 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 36.875 | 33.75 | 40 | 36.875 | 33.75 | 40 |
Ratio Avg Win / Avg Loss | 10.6554 | 18.794 | 1.4845 | 1.9508 | 2.5044 | 1.3815 |
Largest Winning Trade | 4487412 | 4487412 | 39334 | 1770636 | 1770636 | 233290 |
Largest Losing Trade | -43420 | -43420 | -36951 | -583756 | -583756 | -275610 |
Avg Bars in Trades | 81 | 116 | 46 | 81 | 116 | 46 |
Avg Bars in Winners | 144 | 229 | 72 | 144 | 229 | 72 |
Avg Bars in Losers | 45 | 59 | 29 | 45 | 59 | 29 |
Bars Traded | 13068 | 9340 | 3728 | 13068 | 9340 | 3728 |
Profit Streak | 0 | 11.6918 | 0 | 0 | 11.6918 | 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 | 626602 | -3473 | -602458 | -306677 | -250246 | -602458 |
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{ "first_band": { "type": "kcb", "factors": { "length": 156, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "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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