Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556244.2397 | 618310.0869 | -62065.8472 | -87959.9582 | 191787.5652 | -279747.5234 |
Total P&L (%) | 556.2442 | 618.3101 | -62.0658 | -87.96 | 191.7876 | -279.7475 |
Avg Daily Profit (%) | 0.2348 | 0.261 | -0.0262 | -0.0893 | 0.0452 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186260 | -152154 | -130708 | -413887 | -269493 | -302495 |
Profit Factor | 1.7166 | 2.4104 | 0.8163 | 0.8986 | 1.4776 | 0.4 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.6093 | 2.2597 | 0.7653 | 0.8425 | 1.3853 | 0.375 |
Largest Winning Trade | 245548 | 245548 | 54261 | 233846 | 233846 | 47436 |
Largest Losing Trade | -81882 | -81882 | -49107 | -159137 | -146987 | -159137 |
Avg Bars in Trades | 100 | 159 | 42 | 100 | 159 | 42 |
Avg Bars in Winners | 84 | 112 | 55 | 84 | 112 | 55 |
Avg Bars in Losers | 118 | 209 | 27 | 118 | 209 | 27 |
Bars Traded | 6249 | 4946 | 1303 | 6249 | 4946 | 1303 |
Profit Streak | 0 | 0 | 672.0834 | 0 | 0 | 672.0834 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146702 | 479525 | -579260 | -739068 | -131191 | -579260 |
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{ "first_band": { "type": "kcb", "factors": { "length": 137, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 137, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 241, "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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