Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296994.1203 | 54387.5151 | 242606.6053 | 477964.6878 | -55883.9835 | 533848.6713 |
Total P&L (%) | 296.9941 | 54.3875 | 242.6066 | 477.9647 | -55.884 | 533.8487 |
Avg Daily Profit (%) | 0.1996 | 0.0366 | 0.163 | 0.118 | -0.055 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87685 | -95842 | -42916 | -520655 | -516881 | -205134 |
Profit Factor | 2.0684 | 1.281 | 3.8743 | 1.416 | 0.926 | 2.3565 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 17 | 14 | 3 | 17 | 14 | 3 |
Profitability (%) | 72.1311 | 54.8387 | 90 | 72.1311 | 54.8387 | 90 |
Ratio Avg Win / Avg Loss | 0.7992 | 1.0549 | 0.4305 | 0.5471 | 0.7626 | 0.2618 |
Largest Winning Trade | 65517 | 65517 | 40601 | 111251 | 111251 | 97507 |
Largest Losing Trade | -50460 | -50460 | -42916 | -205134 | -170567 | -205134 |
Avg Bars in Trades | 86 | 86 | 87 | 86 | 86 | 87 |
Avg Bars in Winners | 52 | 32 | 65 | 52 | 32 | 65 |
Avg Bars in Losers | 175 | 151 | 288 | 175 | 151 | 288 |
Bars Traded | 5301 | 2675 | 2626 | 5301 | 2675 | 2626 |
Profit Streak | 115.4387 | 115.4387 | 265.6887 | 115.4387 | 115.4387 | 265.6887 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153400 | -143994 | 637414 | -198561 | -579627 | -18898 |
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 4 } } }
# | 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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