Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6266743.3751 | 131838.4589 | -6398581.834 | 37481636.4987 | -10407752.194 | 47889388.6927 |
Total P&L (%) | -6266.7434 | 131.8385 | -6398.5818 | 37481.6365 | -10407.7522 | 47889.3887 |
Avg Daily Profit (%) | -2.7534 | 0.0579 | -2.8113 | 0.2608 | 0 | 0.2716 |
Buy And Hold Return (%) | 7936.2809 | 7936.2809 | 7936.2809 | 7936.2809 | 7936.2809 | 7936.2809 |
Max Trade Drawdown | -6418979 | -17728 | -6499776 | -50321636 | -18214088 | -39494063 |
Profit Factor | 0.0687 | 5.2819 | 0.0447 | 1.5537 | 0.5428 | 2.0659 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 47 | 23 | 24 | 31 | 17 | 14 |
Losing Trades | 16 | 9 | 7 | 32 | 15 | 17 |
Profitability (%) | 74.6032 | 71.875 | 77.4194 | 49.2063 | 53.125 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.0234 | 2.0668 | 0.013 | 1.6038 | 0.4789 | 2.5086 |
Largest Winning Trade | 47128 | 47128 | 38736 | 43039759 | 4690928 | 43039759 |
Largest Losing Trade | -6371046 | -8489 | -6371046 | -5428818 | -5428818 | -5353781 |
Avg Bars in Trades | 101 | 16 | 189 | 101 | 16 | 189 |
Avg Bars in Winners | 79 | 14 | 140 | 76 | 13 | 153 |
Avg Bars in Losers | 167 | 19 | 356 | 125 | 19 | 219 |
Bars Traded | 6396 | 520 | 5876 | 6396 | 520 | 5876 |
Profit Streak | 169.2616 | 192.9283 | 169.2616 | 169.2616 | 192.9283 | 169.2616 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -727234 | -268907 | -576682 | -140230 | -578768 | 381335 |
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{ "first_band": { "type": "dcl", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 5 } } }
# | 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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