Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11615685.4953 | 94580.7371 | -11710266.2324 | 97844748.9076 | -37186681.2477 | 135031430.1552 |
Total P&L (%) | -11615.6855 | 94.5807 | -11710.2662 | 97844.7489 | -37186.6812 | 135031.4302 |
Avg Daily Profit (%) | -5.1357 | 0.0418 | -5.1775 | 0.305 | 0 | 0.3192 |
Buy And Hold Return (%) | 10829.2611 | 10829.2611 | 10829.2611 | 10829.2611 | 10829.2611 | 10829.2611 |
Max Trade Drawdown | -11715854 | -40273 | -11780746 | -134406431 | -61950797 | -103670190 |
Profit Factor | 0.0407 | 1.8369 | 0.0238 | 1.421 | 0.6542 | 2.0814 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 19 | 21 | 34 | 19 | 15 |
Losing Trades | 32 | 17 | 15 | 38 | 17 | 21 |
Profitability (%) | 55.5556 | 52.7778 | 58.3333 | 47.2222 | 52.7778 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.0326 | 1.6435 | 0.017 | 1.5882 | 0.5853 | 2.9139 |
Largest Winning Trade | 42640 | 32819 | 42640 | 136065233 | 17153336 | 136065233 |
Largest Losing Trade | -11677570 | -22718 | -11677570 | -20696267 | -18152298 | -20696267 |
Avg Bars in Trades | 116 | 113 | 119 | 116 | 113 | 119 |
Avg Bars in Winners | 85 | 93 | 78 | 125 | 124 | 126 |
Avg Bars in Losers | 154 | 136 | 175 | 108 | 101 | 113 |
Bars Traded | 8380 | 4090 | 4290 | 8380 | 4090 | 4290 |
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 | -663557 | -298983 | -579699 | -73988 | -580420 | 351765 |
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 243, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 243, "offset": 0, "scalar": 4 } } }
# | 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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