Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -12542128.4455 | -16602.4445 | -12525526.001 | -2388210.6558 | 25020610.8059 | -27408821.4617 |
Total P&L (%) | -12542.1284 | -16.6024 | -12525.526 | -2388.2107 | 25020.6108 | -27408.8215 |
Avg Daily Profit (%) | -5.2913 | -0.007 | -5.2843 | 0 | 0.2334 | 0 |
Buy And Hold Return (%) | 474.9597 | 474.9597 | 474.9597 | 474.9597 | 474.9597 | 474.9597 |
Max Trade Drawdown | -12681684 | -78549 | -12667367 | -53498900 | -8116930 | -67963218 |
Profit Factor | 0.0402 | 0.9289 | 0.024 | 0.9769 | 1.7555 | 0.6087 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 20 | 26 | 22 | 14 | 8 |
Losing Trades | 20 | 13 | 7 | 44 | 19 | 25 |
Profitability (%) | 69.697 | 60.6061 | 78.7879 | 33.3333 | 42.4242 | 24.2424 |
Ratio Avg Win / Avg Loss | 0.0175 | 0.6038 | 0.0065 | 1.9537 | 2.3825 | 1.9023 |
Largest Winning Trade | 36950 | 28776 | 36950 | 29517651 | 29517651 | 23970085 |
Largest Losing Trade | -12647759 | -55323 | -12647759 | -12808554 | -5408939 | -12808554 |
Avg Bars in Trades | 102 | 85 | 119 | 102 | 85 | 119 |
Avg Bars in Winners | 50 | 40 | 58 | 145 | 138 | 159 |
Avg Bars in Losers | 223 | 155 | 350 | 81 | 46 | 107 |
Bars Traded | 6783 | 2824 | 3959 | 6783 | 2824 | 3959 |
Profit Streak | 0 | 143.7315 | 0 | 88.7315 | 0 | 114.3982 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706724 | -578466 | -577071 | -712700 | 312507 | -610615 |
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{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 174, "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) |
---|