Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9894859.3165 | 310640.2346 | -10205499.5511 | 686011011.9101 | -402358927.8215 | 1088369939.7316 |
Total P&L (%) | -9894.8593 | 310.6402 | -10205.4996 | 686011.0119 | -402358.9278 | 1088369.9397 |
Avg Daily Profit (%) | -4.3744 | 0.1373 | -4.5117 | 0.3913 | 0 | 0.4118 |
Buy And Hold Return (%) | 10780.5349 | 10780.5349 | 10780.5349 | 10780.5349 | 10780.5349 | 10780.5349 |
Max Trade Drawdown | -10327889 | -29674 | -10336009 | -1400158216 | -674680850 | -817987665 |
Profit Factor | 0.0747 | 4.9773 | 0.0386 | 1.3811 | 0.525 | 2.1422 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 53 | 25 | 28 | 37 | 19 | 18 |
Losing Trades | 25 | 14 | 11 | 41 | 20 | 21 |
Profitability (%) | 67.9487 | 64.1026 | 71.7949 | 47.4359 | 48.7179 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.0352 | 2.7873 | 0.0152 | 1.5304 | 0.5527 | 2.4992 |
Largest Winning Trade | 47128 | 47128 | 42066 | 772433264 | 217266880 | 772433264 |
Largest Losing Trade | -10326946 | -24389 | -10326946 | -214557203 | -179516772 | -214557203 |
Avg Bars in Trades | 80 | 71 | 89 | 80 | 71 | 89 |
Avg Bars in Winners | 55 | 68 | 44 | 71 | 54 | 89 |
Avg Bars in Losers | 132 | 77 | 202 | 88 | 88 | 88 |
Bars Traded | 6277 | 2801 | 3476 | 6277 | 2801 | 3476 |
Profit Streak | 126.8252 | 126.8252 | 209.1585 | 126.8252 | 126.8252 | 209.1585 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615566 | -164891 | -576956 | -27026 | -580296 | 483222 |
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{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 163, "offset": 0, "scalar": 2 } } }
# | 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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