Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1787141.8159 | -80998.9059 | -1706142.9101 | -115861.8984 | -4324002.8715 | 4208140.9731 |
Total P&L (%) | -1787.1418 | -80.9989 | -1706.1429 | -115.8619 | -4324.0029 | 4208.141 |
Avg Daily Profit (%) | -0.7861 | -0.0356 | -0.7505 | 0 | 0 | 0.1657 |
Buy And Hold Return (%) | 245.1981 | 245.1981 | 245.1981 | 245.1981 | 245.1981 | 245.1981 |
Max Trade Drawdown | -1752333 | -215393 | -1688194 | -5023245 | -4377091 | -1216632 |
Profit Factor | 0.273 | 0.8166 | 0.1539 | 0.9871 | 0.3555 | 2.8737 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 46 | 21 | 25 | 29 | 15 | 14 |
Losing Trades | 28 | 16 | 12 | 45 | 22 | 23 |
Profitability (%) | 62.1622 | 56.7568 | 67.5676 | 39.1892 | 40.5405 | 37.8378 |
Ratio Avg Win / Avg Loss | 0.1662 | 0.6222 | 0.0739 | 1.5316 | 0.5213 | 4.7212 |
Largest Winning Trade | 50372 | 45986 | 50372 | 4489159 | 1026328 | 4489159 |
Largest Losing Trade | -795693 | -58177 | -795693 | -2271170 | -2271170 | -841134 |
Avg Bars in Trades | 83 | 105 | 62 | 83 | 105 | 62 |
Avg Bars in Winners | 36 | 43 | 30 | 99 | 115 | 82 |
Avg Bars in Losers | 161 | 187 | 127 | 74 | 99 | 50 |
Bars Traded | 6215 | 3911 | 2304 | 6215 | 3911 | 2304 |
Profit Streak | 0 | 0 | 297.1955 | 58.1955 | 64.8622 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -647701 | -579896 | -577126 | -650421 | -583892 | 306232 |
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{ "first_band": { "type": "kcb", "factors": { "length": 16, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "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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