Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2559948.9413 | 2554173.9024 | 5775.0389 | 18244.1962 | 3643.6435 | 14600.5527 |
Total P&L (%) | 2559.9489 | 2554.1739 | 5.775 | 18.2442 | 3.6436 | 14.6006 |
Avg Daily Profit (%) | 1.1025 | 1.1 | 0.0025 | 0.0072 | 0.0015 | 0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189301 | -168067 | -204374 | -169660 | -126032 | -102251 |
Profit Factor | 3.9623 | 6.2138 | 1.0154 | 1.0324 | 1.0103 | 1.0698 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 49.4253 | 46.5116 | 52.2727 | 49.4253 | 46.5116 | 52.2727 |
Ratio Avg Win / Avg Loss | 4.0545 | 7.1459 | 0.9271 | 1.0564 | 1.1618 | 0.9767 |
Largest Winning Trade | 2443649 | 2443649 | 39587 | 110749 | 110749 | 30465 |
Largest Losing Trade | -77397 | -60488 | -77397 | -79041 | -79041 | -58152 |
Avg Bars in Trades | 73 | 112 | 35 | 73 | 112 | 35 |
Avg Bars in Winners | 79 | 122 | 41 | 79 | 122 | 41 |
Avg Bars in Losers | 68 | 103 | 29 | 68 | 103 | 29 |
Bars Traded | 6393 | 4821 | 1573 | 6393 | 4821 | 1573 |
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 | 736969 | 743362 | -560135 | -376163 | -567055 | -352734 |
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{ "first_band": { "type": "kcb", "factors": { "length": 132, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 132, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "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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