Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485086.5548 | 1428848.9305 | 56237.6243 | 376412.6858 | 272631.454 | 103781.2318 |
Total P&L (%) | 1485.0866 | 1428.8489 | 56.2376 | 376.4127 | 272.6315 | 103.7812 |
Avg Daily Profit (%) | 0.8022 | 0.7718 | 0.0304 | 0.0844 | 0.0711 | 0.0385 |
Buy And Hold Return (%) | 48.2519 | 48.2519 | 48.2519 | 48.2519 | 48.2519 | 48.2519 |
Max Trade Drawdown | -112453 | -149273 | -43349 | -1585326 | -1736829 | -673820 |
Profit Factor | 3.0745 | 4.0657 | 1.2251 | 1.0618 | 1.0713 | 1.0457 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 96 | 41 | 55 | 96 | 41 | 55 |
Losing Trades | 93 | 53 | 40 | 93 | 53 | 40 |
Profitability (%) | 50.7937 | 43.617 | 57.8947 | 50.7937 | 43.617 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.9784 | 5.2557 | 0.891 | 1.0286 | 1.3848 | 0.7605 |
Largest Winning Trade | 1450478 | 1450478 | 14424 | 928036 | 928036 | 140772 |
Largest Losing Trade | -36134 | -36134 | -24051 | -494887 | -494887 | -271764 |
Avg Bars in Trades | 112 | 191 | 35 | 112 | 191 | 35 |
Avg Bars in Winners | 112 | 220 | 31 | 112 | 220 | 31 |
Avg Bars in Losers | 113 | 168 | 40 | 113 | 168 | 40 |
Bars Traded | 21337 | 17975 | 3362 | 21337 | 17975 | 3362 |
Profit Streak | 34.5425 | 0 | 36.2092 | 34.5425 | 0 | 36.2092 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 744342 | 620982 | -267365 | -231274 | -243839 | -318033 |
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{ "first_band": { "type": "dcl", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 110, "offset": 163, "scalar": 5 } } }
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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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