Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022210.0862 | 843264.1922 | 178945.894 | 16148122.3906 | 24135187.1317 | -7987064.7411 |
Total P&L (%) | 1022.2101 | 843.2642 | 178.9459 | 16148.1224 | 24135.1871 | -7987.0647 |
Avg Daily Profit (%) | 0.471 | 0.3885 | 0.0825 | 0.2348 | 0.2533 | 0 |
Buy And Hold Return (%) | 378.7316 | 378.7316 | 378.7316 | 378.7316 | 378.7316 | 378.7316 |
Max Trade Drawdown | -118442 | -108547 | -109200 | -46234754 | -33626829 | -27852143 |
Profit Factor | 2.0145 | 2.6672 | 1.3566 | 1.0957 | 1.2896 | 0.9065 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 56.0694 | 56.9767 | 55.1724 | 56.0694 | 56.9767 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.5784 | 2.014 | 1.1023 | 0.8585 | 0.9738 | 0.7365 |
Largest Winning Trade | 129601 | 129601 | 37240 | 16866327 | 16866327 | 9284396 |
Largest Losing Trade | -52199 | -52199 | -48243 | -16022699 | -16022699 | -10565305 |
Avg Bars in Trades | 36 | 50 | 22 | 36 | 50 | 22 |
Avg Bars in Winners | 35 | 46 | 24 | 35 | 46 | 24 |
Avg Bars in Losers | 37 | 54 | 21 | 37 | 54 | 21 |
Bars Traded | 6318 | 4319 | 1999 | 6318 | 4319 | 1999 |
Profit Streak | 18.717 | 0 | 73.717 | 18.717 | 0 | 73.717 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470074 | 357793 | -246626 | -106346 | 267378 | -579185 |
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{ "first_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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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