Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -317075.0028 | 4613.6884 | -321688.6912 | 576075.3641 | 22376.1133 | 553699.2507 |
Total P&L (%) | -317.075 | 4.6137 | -321.6887 | 576.0754 | 22.3761 | 553.6993 |
Avg Daily Profit (%) | -0.3044 | 0.0044 | -0.3088 | 0.1836 | 0.0194 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -441578 | -16800 | -433911 | -1221495 | -180536 | -1198157 |
Profit Factor | 0.5569 | 1.0973 | 0.5185 | 1.2298 | 1.0665 | 1.2551 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 55 | 24 | 31 | 55 | 27 | 28 |
Losing Trades | 38 | 23 | 15 | 38 | 20 | 18 |
Profitability (%) | 59.1398 | 51.0638 | 67.3913 | 59.1398 | 57.4468 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.3848 | 1.0516 | 0.2509 | 0.8497 | 0.79 | 0.8068 |
Largest Winning Trade | 29475 | 10938 | 29475 | 1123099 | 149854 | 1123099 |
Largest Losing Trade | -305809 | -7358 | -305809 | -913394 | -92686 | -913394 |
Avg Bars in Trades | 267 | 5 | 535 | 267 | 5 | 535 |
Avg Bars in Winners | 247 | 6 | 434 | 259 | 4 | 504 |
Avg Bars in Losers | 296 | 5 | 742 | 279 | 6 | 582 |
Bars Traded | 24879 | 265 | 24614 | 24879 | 265 | 24614 |
Profit Streak | 104.9214 | 105.1297 | 104.9214 | 104.9214 | 105.1297 | 104.9214 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577990 | -464669 | -577888 | 312251 | -319021 | 290042 |
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{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 68, "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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