Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690556.3486 | 767281.1379 | -76724.7892 | -73112.7379 | -21563.1852 | -51549.5527 |
Total P&L (%) | 690.5563 | 767.2811 | -76.7248 | -73.1127 | -21.5632 | -51.5496 |
Avg Daily Profit (%) | 0.3609 | 0.401 | -0.0401 | -0.0686 | -0.0127 | -0.0379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217656 | -185350 | -103945 | -507012 | -417516 | -144428 |
Profit Factor | 2.3469 | 3.7676 | 0.6742 | 0.9177 | 0.9593 | 0.8563 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
Ratio Avg Win / Avg Loss | 3.9115 | 7.1926 | 0.9853 | 1.5295 | 1.8314 | 1.2514 |
Largest Winning Trade | 967549 | 967549 | 42614 | 370088 | 370088 | 71172 |
Largest Losing Trade | -40601 | -40601 | -39385 | -102148 | -102148 | -92437 |
Avg Bars in Trades | 112 | 113 | 112 | 112 | 113 | 112 |
Avg Bars in Winners | 135 | 145 | 126 | 135 | 145 | 126 |
Avg Bars in Losers | 99 | 96 | 103 | 99 | 96 | 103 |
Bars Traded | 7230 | 3621 | 3609 | 7230 | 3621 | 3609 |
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 | -134755 | 379383 | -584456 | -726638 | -584108 | -582789 |
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{ "first_band": { "type": "kcb", "factors": { "length": 201, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } } }
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# | 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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