Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2031594.354 | 95852.9923 | -2127447.3463 | -1416478.1242 | 211812926.3955 | -213229404.5196 |
Total P&L (%) | -2031.5944 | 95.853 | -2127.4473 | -1416.4781 | 211812.9264 | -213229.4045 |
Avg Daily Profit (%) | -0.9942 | 0.0469 | -1.0411 | 0 | 0.3755 | 0 |
Buy And Hold Return (%) | 4510.4153 | 4510.4153 | 4510.4153 | 4510.4153 | 4510.4153 | 4510.4153 |
Max Trade Drawdown | -2278330 | -96090 | -2285529 | -503895863 | -143781433 | -467766575 |
Profit Factor | 0.2745 | 1.3276 | 0.1516 | 0.9981 | 1.837 | 0.5693 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 54 | 25 | 29 | 40 | 20 | 20 |
Losing Trades | 33 | 18 | 15 | 47 | 23 | 24 |
Profitability (%) | 62.069 | 58.1395 | 65.9091 | 45.977 | 46.5116 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.1678 | 0.9559 | 0.0784 | 1.1728 | 2.1126 | 0.6831 |
Largest Winning Trade | 75535 | 75535 | 65050 | 331978650 | 331978650 | 160313728 |
Largest Losing Trade | -1169612 | -74075 | -1169612 | -224391220 | -74730552 | -224391220 |
Avg Bars in Trades | 45 | 30 | 59 | 45 | 30 | 59 |
Avg Bars in Winners | 23 | 18 | 27 | 59 | 41 | 76 |
Avg Bars in Losers | 80 | 47 | 120 | 32 | 20 | 44 |
Bars Traded | 3926 | 1310 | 2616 | 3926 | 1310 | 2616 |
Profit Streak | 262.1068 | 407.1068 | 262.1068 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577733 | -295388 | -578067 | -580443 | 421835 | -582487 |
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{ "first_band": { "type": "kcu", "factors": { "length": 10, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 134, "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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