Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14580165.3842 | 14525455.0549 | 54710.3293 | 26570499.2469 | 32172348.4373 | -5601849.1904 |
Total P&L (%) | 14580.1654 | 14525.4551 | 54.7103 | 26570.4992 | 32172.3484 | -5601.8492 |
Avg Daily Profit (%) | 6.4514 | 6.4272 | 0.0242 | 0.2475 | 0.2559 | 0 |
Buy And Hold Return (%) | 8201.5643 | 8201.5643 | 8201.5643 | 8201.5643 | 8201.5643 | 8201.5643 |
Max Trade Drawdown | -110707 | -82414 | -66575 | -26221269 | -19083339 | -25789637 |
Profit Factor | 32.8686 | 64.9174 | 1.2376 | 1.2928 | 1.7997 | 0.8891 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 51.0204 | 46.9388 | 55.102 | 51.0204 | 46.9388 | 55.102 |
Ratio Avg Win / Avg Loss | 31.5539 | 73.3849 | 1.0084 | 1.2411 | 2.0345 | 0.7245 |
Largest Winning Trade | 14357126 | 14357126 | 45395 | 22990975 | 22990975 | 9984120 |
Largest Losing Trade | -42849 | -32019 | -42849 | -17558023 | -10921214 | -17558023 |
Avg Bars in Trades | 45 | 45 | 44 | 45 | 45 | 44 |
Avg Bars in Winners | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 4439 | 2251 | 2188 | 4439 | 2251 | 2188 |
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 | 593807 | 538655 | -325846 | 215224 | 307601 | -580020 |
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{ "first_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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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