Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451377.6733 | 438840.812 | 12536.8612 | 21519.2417 | 224792.9349 | -203273.6932 |
Total P&L (%) | 451.3777 | 438.8408 | 12.5369 | 21.5192 | 224.7929 | -203.2737 |
Avg Daily Profit (%) | 0.2408 | 0.2341 | 0.0067 | 0.0104 | 0.0629 | 0 |
Buy And Hold Return (%) | 39.6578 | 39.6578 | 39.6578 | 39.6578 | 39.6578 | 39.6578 |
Max Trade Drawdown | -240258 | -86735 | -220131 | -298941 | -133016 | -298895 |
Profit Factor | 1.6374 | 2.3269 | 1.0332 | 1.0288 | 1.7151 | 0.5308 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 54.2169 | 56.0976 | 52.381 | 54.2169 | 56.0976 | 52.381 |
Ratio Avg Win / Avg Loss | 1.3827 | 1.8211 | 0.9393 | 0.8688 | 1.3422 | 0.4826 |
Largest Winning Trade | 293704 | 293704 | 40450 | 178253 | 178253 | 40565 |
Largest Losing Trade | -48734 | -47327 | -48734 | -116910 | -89930 | -116910 |
Avg Bars in Trades | 84 | 108 | 60 | 84 | 108 | 60 |
Avg Bars in Winners | 95 | 106 | 84 | 95 | 106 | 84 |
Avg Bars in Losers | 70 | 110 | 34 | 70 | 110 | 34 |
Bars Traded | 6972 | 4432 | 2540 | 6972 | 4432 | 2540 |
Profit Streak | 66.1207 | 0 | 67.8707 | 66.1207 | 0 | 67.8707 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352323 | 474108 | -534409 | -535426 | -106920 | -579867 |
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{ "first_band": { "type": "kcb", "factors": { "length": 114, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 114, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "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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