Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555163.5326 | 1660505.5034 | -105341.9709 | -28212.3512 | 385555.6816 | -413768.0328 |
Total P&L (%) | 1555.1635 | 1660.5055 | -105.342 | -28.2124 | 385.5557 | -413.768 |
Avg Daily Profit (%) | 0.6986 | 0.746 | -0.0473 | -0.0149 | 0.071 | 0 |
Buy And Hold Return (%) | 218.249 | 218.249 | 218.249 | 218.249 | 218.249 | 218.249 |
Max Trade Drawdown | -150400 | -92193 | -146076 | -708892 | -368125 | -433292 |
Profit Factor | 3.6447 | 6.7993 | 0.6508 | 0.9821 | 1.4775 | 0.4637 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44 | 45.9459 | 42.1053 | 44 | 45.9459 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.6388 | 7.9991 | 0.8949 | 1.25 | 1.7382 | 0.6376 |
Largest Winning Trade | 1727783 | 1727783 | 45369 | 735913 | 735913 | 96662 |
Largest Losing Trade | -50182 | -50182 | -35013 | -282354 | -282354 | -192020 |
Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Winners | 81 | 84 | 77 | 81 | 84 | 77 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 4090 | 2102 | 1988 | 4090 | 2102 | 1988 |
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 | -44510 | 707804 | -583835 | -642722 | -105862 | -583835 |
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{ "first_band": { "type": "kcb", "factors": { "length": 115, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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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