Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2369409.4689 | 2158208.0299 | 211201.439 | 51737267.2548 | -12398037.3252 | 64135304.58 |
Total P&L (%) | 2369.4095 | 2158.208 | 211.2014 | 51737.2673 | -12398.0373 | 64135.3046 |
Avg Daily Profit (%) | 1.3167 | 1.1993 | 0.1174 | 0.348 | 0 | 0.3599 |
Buy And Hold Return (%) | 293.7064 | 293.7064 | 293.7064 | 293.7064 | 293.7064 | 293.7064 |
Max Trade Drawdown | -71897 | -65150 | -41553 | -33611598 | -46551092 | -16748120 |
Profit Factor | 7.2923 | 10.8141 | 2.3483 | 1.3205 | 0.8782 | 2.0752 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 40.2778 | 33.3333 | 47.2222 | 40.2778 | 33.3333 | 47.2222 |
Ratio Avg Win / Avg Loss | 10.8128 | 21.6282 | 2.6245 | 1.9579 | 1.7564 | 2.3193 |
Largest Winning Trade | 1104085 | 1104085 | 63017 | 31906925 | 24827833 | 31906925 |
Largest Losing Trade | -31733 | -21908 | -31733 | -14284352 | -12349105 | -14284352 |
Avg Bars in Trades | 47 | 39 | 56 | 47 | 39 | 56 |
Avg Bars in Winners | 86 | 77 | 92 | 86 | 77 | 92 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 3455 | 1438 | 2017 | 3455 | 1438 | 2017 |
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 | -65415 | 560062 | -198704 | -76936 | -584483 | 441630 |
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{ "first_band": { "type": "kcb", "factors": { "length": 67, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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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