Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300775.3464 | 389394.5752 | -88619.2289 | 691245.8198 | -617262.5255 | 1308508.3452 |
Total P&L (%) | 300.7753 | 389.3946 | -88.6192 | 691.2458 | -617.2625 | 1308.5083 |
Avg Daily Profit (%) | 0.1655 | 0.2142 | -0.0488 | 0.1139 | 0 | 0.1456 |
Buy And Hold Return (%) | 204.9296 | 204.9296 | 204.9296 | 204.9296 | 204.9296 | 204.9296 |
Max Trade Drawdown | -227607 | -79706 | -264845 | -1101535 | -952866 | -447000 |
Profit Factor | 1.4535 | 3.3247 | 0.8212 | 1.3191 | 0.5646 | 2.7474 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 22 | 23 | 31 | 14 | 17 |
Losing Trades | 21 | 11 | 10 | 35 | 19 | 16 |
Profitability (%) | 68.1818 | 66.6667 | 69.697 | 46.9697 | 42.4242 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.6783 | 1.6623 | 0.3571 | 1.4893 | 0.7662 | 2.5857 |
Largest Winning Trade | 181428 | 181428 | 39695 | 654699 | 249155 | 654699 |
Largest Losing Trade | -175559 | -54022 | -175559 | -491702 | -491702 | -140755 |
Avg Bars in Trades | 79 | 84 | 75 | 79 | 84 | 75 |
Avg Bars in Winners | 72 | 61 | 83 | 72 | 79 | 65 |
Avg Bars in Losers | 93 | 128 | 55 | 86 | 87 | 84 |
Bars Traded | 5249 | 2774 | 2475 | 5249 | 2774 | 2475 |
Profit Streak | 72.4416 | 72.4416 | 76.4416 | 72.4416 | 72.4416 | 76.4416 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138357 | 332577 | -577284 | -171734 | -583190 | 278993 |
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{ "first_band": { "type": "dcl", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 166, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 166, "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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