Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334493.7579 | 78591.0561 | 255902.7018 | 163245.8409 | 125960.6238 | 37285.2171 |
Total P&L (%) | 334.4938 | 78.5911 | 255.9027 | 163.2458 | 125.9606 | 37.2852 |
Avg Daily Profit (%) | 0.2272 | 0.0534 | 0.1738 | 0.0658 | 0.0554 | 0.0215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144377 | -42088 | -145727 | -816958 | -89427 | -789113 |
Profit Factor | 1.9198 | 1.799 | 1.9645 | 1.1054 | 1.4788 | 1.029 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 66.6667 | 59.0909 | 74.4186 | 66.6667 | 59.0909 | 74.4186 |
Ratio Avg Win / Avg Loss | 0.9599 | 1.2455 | 0.6753 | 0.5527 | 1.0238 | 0.3537 |
Largest Winning Trade | 34302 | 18864 | 34302 | 164534 | 68178 | 164534 |
Largest Losing Trade | -82553 | -23179 | -82553 | -568282 | -89427 | -568282 |
Avg Bars in Trades | 57 | 15 | 101 | 57 | 15 | 101 |
Avg Bars in Winners | 47 | 12 | 75 | 47 | 12 | 75 |
Avg Bars in Losers | 79 | 19 | 177 | 79 | 19 | 177 |
Bars Traded | 5044 | 681 | 4363 | 5044 | 681 | 4363 |
Profit Streak | 230.079 | 447.829 | 230.079 | 230.079 | 447.829 | 230.079 |
Trades During Streak | 13 | 9 | 6 | 13 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466943 | -116379 | 467816 | -207113 | -114833 | -352215 |
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{ "first_band": { "type": "dcu", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 1 } } }
# | 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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