Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699246.5395 | 604352.034 | 94894.5055 | -7875730.2997 | 28869822.1511 | -36745552.4508 |
Total P&L (%) | 699.2465 | 604.352 | 94.8945 | -7875.7303 | 28869.8222 | -36745.5525 |
Avg Daily Profit (%) | 0.2796 | 0.2417 | 0.0379 | 0 | 0.227 | 0 |
Buy And Hold Return (%) | 894.9446 | 894.9446 | 894.9446 | 894.9446 | 894.9446 | 894.9446 |
Max Trade Drawdown | -154131 | -48107 | -153946 | -44986127 | -5056703 | -49655423 |
Profit Factor | 2.8187 | 5.6958 | 1.371 | 0.8746 | 4.0514 | 0.3109 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 63.2911 | 61.5385 | 65 | 63.2911 | 61.5385 | 65 |
Ratio Avg Win / Avg Loss | 1.6348 | 3.5598 | 0.7382 | 0.5072 | 2.5321 | 0.1674 |
Largest Winning Trade | 128528 | 128528 | 47903 | 12090639 | 12090639 | 2845139 |
Largest Losing Trade | -119101 | -46483 | -119101 | -44318128 | -4953678 | -44318128 |
Avg Bars in Trades | 91 | 109 | 73 | 91 | 109 | 73 |
Avg Bars in Winners | 91 | 103 | 80 | 92 | 114 | 73 |
Avg Bars in Losers | 91 | 118 | 61 | 88 | 101 | 75 |
Bars Traded | 7213 | 4261 | 2952 | 7213 | 4261 | 2952 |
Profit Streak | 71.1767 | 107.8434 | 71.1767 | 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 | -179988 | -146604 | -306604 | -610054 | 607814 | -578805 |
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{ "first_band": { "type": "kcb", "factors": { "length": 233, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "offset": 191 } } }
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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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