Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1044013.8242 | 1048638.1128 | -4624.2885 | 266706.0731 | 753723.8146 | -487017.7415 |
Total P&L (%) | 1044.0138 | 1048.6381 | -4.6243 | 266.7061 | 753.7238 | -487.0177 |
Avg Daily Profit (%) | 0.5654 | 0.5679 | -0.0025 | 0.0704 | 0.1162 | 0 |
Buy And Hold Return (%) | 140.3769 | 140.3769 | 140.3769 | 140.3769 | 140.3769 | 140.3769 |
Max Trade Drawdown | -105716 | -91551 | -78375 | -816183 | -391007 | -591908 |
Profit Factor | 3.1701 | 6.3907 | 0.9839 | 1.1095 | 1.79 | 0.6712 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 38.0952 | 40.625 | 35.4839 | 38.0952 | 40.625 | 35.4839 |
Ratio Avg Win / Avg Loss | 5.1515 | 9.3403 | 1.7888 | 1.803 | 2.6162 | 1.2204 |
Largest Winning Trade | 941559 | 941559 | 73770 | 644401 | 644401 | 247286 |
Largest Losing Trade | -57763 | -30336 | -57763 | -340689 | -162757 | -340689 |
Avg Bars in Trades | 110 | 108 | 113 | 110 | 108 | 113 |
Avg Bars in Winners | 217 | 207 | 229 | 217 | 207 | 229 |
Avg Bars in Losers | 45 | 40 | 49 | 45 | 40 | 49 |
Bars Traded | 6989 | 3462 | 3527 | 6989 | 3462 | 3527 |
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 | -138688 | 577163 | -583685 | -361360 | -38822 | -584796 |
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{ "first_band": { "type": "kcb", "factors": { "length": 199, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 199, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "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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