Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1336192.3393 | 39763.3688 | -1375955.7082 | -2041630.8602 | 42765640.9551 | -44807271.8153 |
Total P&L (%) | -1336.1923 | 39.7634 | -1375.9557 | -2041.6309 | 42765.641 | -44807.2718 |
Avg Daily Profit (%) | -0.56 | 0.0167 | -0.5766 | 0 | 0.2543 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1718441 | -82089 | -1685923 | -112079690 | -10917009 | -110633675 |
Profit Factor | 0.4768 | 1.1401 | 0.3939 | 0.9889 | 2.6372 | 0.7148 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 154 | 68 | 86 | 101 | 57 | 44 |
Losing Trades | 79 | 49 | 30 | 132 | 60 | 72 |
Profitability (%) | 66.0944 | 58.1197 | 74.1379 | 43.3476 | 48.7179 | 37.931 |
Ratio Avg Win / Avg Loss | 0.2446 | 0.8216 | 0.1374 | 1.2924 | 2.776 | 1.1697 |
Largest Winning Trade | 50220 | 16185 | 50220 | 45949275 | 26976099 | 45949275 |
Largest Losing Trade | -1136071 | -46018 | -1136071 | -63870314 | -5044166 | -63870314 |
Avg Bars in Trades | 60 | 12 | 108 | 60 | 12 | 108 |
Avg Bars in Winners | 40 | 8 | 66 | 71 | 15 | 143 |
Avg Bars in Losers | 98 | 18 | 228 | 52 | 10 | 87 |
Bars Traded | 14075 | 1478 | 12597 | 14075 | 1478 | 12597 |
Profit Streak | 0 | 0 | 151.6236 | 12.7903 | 62.957 | 0 |
Trades During Streak | 0 | 0 | 7 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577472 | -239802 | -576144 | -579867 | 490581 | -584050 |
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{ "first_band": { "type": "dcu", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 75, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 75, "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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