Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64681.3709 | 64882.9193 | -201.5484 | 48744.6105 | 61380.7839 | -12636.1734 |
Total P&L (%) | 64.6814 | 64.8829 | -0.2015 | 48.7446 | 61.3808 | -12.6362 |
Avg Daily Profit (%) | 0.7451 | 0.7474 | -0.0023 | 0.4584 | 0.5528 | -0.1555 |
Buy And Hold Return (%) | 34.3137 | 34.3137 | 34.3137 | 34.3137 | 34.3137 | 34.3137 |
Max Trade Drawdown | -38480 | -12929 | -51768 | -53147 | -14212 | -70751 |
Profit Factor | 1.5935 | 3.0673 | 0.9974 | 1.3642 | 2.6806 | 0.8701 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Losing Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Profitability (%) | 43.4783 | 57.1429 | 29.4118 | 43.4783 | 57.1429 | 29.4118 |
Ratio Avg Win / Avg Loss | 2.0716 | 2.3005 | 2.3938 | 1.7735 | 2.0104 | 2.0884 |
Largest Winning Trade | 29836 | 26296 | 29836 | 31396 | 28757 | 31396 |
Largest Losing Trade | -38480 | -7893 | -38480 | -53147 | -10329 | -53147 |
Avg Bars in Trades | 335 | 97 | 580 | 335 | 97 | 580 |
Avg Bars in Winners | 553 | 129 | 1402 | 553 | 129 | 1402 |
Avg Bars in Losers | 167 | 55 | 238 | 167 | 55 | 238 |
Bars Traded | 23150 | 3406 | 19744 | 23150 | 3406 | 19744 |
Profit Streak | 0 | 0 | 14.4634 | 0 | 0 | 14.4634 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103147 | 342469 | -589260 | -134280 | 231234 | -589260 |
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{ "first_band": { "type": "dcu", "factors": { "length": 159, "offset": 216 } }, "second_band": { "type": "kcl", "factors": { "length": 70, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 159, "offset": 216 } }, "second_band": { "type": "kcl", "factors": { "length": 70, "offset": 0, "scalar": 3 } } }
# | 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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