Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371975.2078 | 1568961.9363 | -196986.7285 | -92521.0783 | 27349.6667 | -119870.7449 |
Total P&L (%) | 1371.9752 | 1568.9619 | -196.9867 | -92.5211 | 27.3497 | -119.8707 |
Avg Daily Profit (%) | 0.6081 | 0.6954 | -0.0873 | -0.1149 | 0.0107 | 0 |
Buy And Hold Return (%) | 470.0935 | 470.0935 | 470.0935 | 470.0935 | 470.0935 | 470.0935 |
Max Trade Drawdown | -356066 | -220851 | -244179 | -1009576 | -862872 | -417899 |
Profit Factor | 2.9462 | 5.5674 | 0.455 | 0.9444 | 1.0276 | 0.8215 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 43.4783 | 41.1765 | 45.7143 | 43.4783 | 41.1765 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.8301 | 7.9534 | 0.5403 | 1.2277 | 1.4679 | 0.9755 |
Largest Winning Trade | 1605860 | 1605860 | 21739 | 875056 | 875056 | 145753 |
Largest Losing Trade | -61771 | -54850 | -61771 | -344079 | -344079 | -282884 |
Avg Bars in Trades | 92 | 139 | 46 | 92 | 139 | 46 |
Avg Bars in Winners | 103 | 147 | 64 | 103 | 147 | 64 |
Avg Bars in Losers | 84 | 134 | 32 | 84 | 134 | 32 |
Bars Traded | 6399 | 4755 | 1643 | 6399 | 4755 | 1643 |
Profit Streak | 90.7354 | 96.0687 | 90.7354 | 90.7354 | 96.0687 | 90.7354 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93886 | 532169 | -581895 | -686965 | -537406 | -581895 |
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{ "first_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "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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