Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -557197.6759 | -20911.3775 | -536286.2984 | 2513868.3231 | 158558.2568 | 2355310.0663 |
Total P&L (%) | -557.1977 | -20.9114 | -536.2863 | 2513.8683 | 158.5583 | 2355.3101 |
Avg Daily Profit (%) | -0.3047 | -0.0114 | -0.2933 | 0.1786 | 0.052 | 0.1752 |
Buy And Hold Return (%) | 750.2504 | 750.2504 | 750.2504 | 750.2504 | 750.2504 | 750.2504 |
Max Trade Drawdown | -640267 | -43041 | -623190 | -1104491 | -277115 | -1160349 |
Profit Factor | 0.4182 | 0.8143 | 0.3655 | 1.7882 | 1.1858 | 2.0083 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 16 | 24 | 42 | 24 | 18 |
Losing Trades | 35 | 22 | 13 | 33 | 14 | 19 |
Profitability (%) | 53.3333 | 42.1053 | 64.8649 | 56 | 63.1579 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.366 | 1.1197 | 0.198 | 1.4051 | 0.6917 | 2.1198 |
Largest Winning Trade | 52492 | 31563 | 52492 | 2340167 | 147629 | 2340167 |
Largest Losing Trade | -467765 | -19182 | -467765 | -537267 | -199447 | -537267 |
Avg Bars in Trades | 119 | 18 | 222 | 119 | 18 | 222 |
Avg Bars in Winners | 92 | 14 | 144 | 104 | 19 | 218 |
Avg Bars in Losers | 149 | 21 | 365 | 138 | 18 | 226 |
Bars Traded | 8942 | 719 | 8223 | 8942 | 719 | 8223 |
Profit Streak | 0 | 0 | 230.0475 | 0 | 0 | 230.0475 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -641623 | -581890 | -577872 | -52885 | -305072 | 327887 |
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{ "first_band": { "type": "dcu", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "offset": 34, "scalar": 1 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "offset": 34, "scalar": 1 } } }
# | 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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