Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1484031.864 | 1428927.1039 | 55104.7601 | 1345987.3913 | 841522.6161 | 504464.7751 |
Total P&L (%) | 1484.0319 | 1428.9271 | 55.1048 | 1345.9874 | 841.5226 | 504.4648 |
Avg Daily Profit (%) | 0.6535 | 0.6293 | 0.0243 | 0.1177 | 0.0988 | 0.0793 |
Buy And Hold Return (%) | 343.4505 | 343.4505 | 343.4505 | 343.4505 | 343.4505 | 343.4505 |
Max Trade Drawdown | -125233 | -115008 | -41742 | -3981102 | -4033918 | -1194113 |
Profit Factor | 2.3751 | 2.9233 | 1.1639 | 1.0636 | 1.0558 | 1.0833 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 103 | 37 | 66 | 103 | 37 | 66 |
Losing Trades | 237 | 133 | 104 | 237 | 133 | 104 |
Profitability (%) | 30.2941 | 21.7647 | 38.8235 | 30.2941 | 21.7647 | 38.8235 |
Ratio Avg Win / Avg Loss | 5.4651 | 10.508 | 1.834 | 2.4474 | 3.795 | 1.7071 |
Largest Winning Trade | 810827 | 810827 | 40878 | 4328616 | 4328616 | 935937 |
Largest Losing Trade | -31831 | -31831 | -13452 | -1247826 | -1247826 | -486436 |
Avg Bars in Trades | 39 | 70 | 7 | 39 | 70 | 7 |
Avg Bars in Winners | 82 | 208 | 11 | 82 | 208 | 11 |
Avg Bars in Losers | 20 | 32 | 4 | 20 | 32 | 4 |
Bars Traded | 13340 | 12057 | 1282 | 13340 | 12057 | 1282 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310159 | -28530 | -369111 | -193033 | -266379 | -238128 |
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{ "first_band": { "type": "dcl", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } } }
# | 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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