Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920773.2637 | 789908.8347 | 130864.4289 | 876023.5826 | -1734846.5651 | 2610870.1477 |
Total P&L (%) | 920.7733 | 789.9088 | 130.8644 | 876.0236 | -1734.8466 | 2610.8701 |
Avg Daily Profit (%) | 0.4751 | 0.4076 | 0.0675 | 0.1176 | 0 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215494 | -192258 | -64806 | -7525994 | -7914474 | -692060 |
Profit Factor | 2.8303 | 3.4548 | 1.7218 | 1.0843 | 0.8057 | 2.7854 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 57.4713 | 48.8372 | 65.9091 | 57.4713 | 48.8372 | 65.9091 |
Ratio Avg Win / Avg Loss | 2.0944 | 3.6193 | 0.8906 | 0.8024 | 0.844 | 1.4407 |
Largest Winning Trade | 681731 | 681731 | 32860 | 4729949 | 4729949 | 1669170 |
Largest Losing Trade | -51628 | -51628 | -44033 | -3778720 | -3778720 | -205904 |
Avg Bars in Trades | 130 | 234 | 28 | 130 | 234 | 28 |
Avg Bars in Winners | 70 | 124 | 32 | 70 | 124 | 32 |
Avg Bars in Losers | 210 | 339 | 20 | 210 | 339 | 20 |
Bars Traded | 11326 | 10079 | 1247 | 11326 | 10079 | 1247 |
Profit Streak | 14.3087 | 0 | 27.642 | 14.3087 | 0 | 27.642 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 633085 | 576664 | -99346 | -163198 | -581179 | 537442 |
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{ "first_band": { "type": "dcl", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 214, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 214, "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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