Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302213.2393 | 76870.2928 | 225342.9465 | -119708.1188 | 182041.0587 | -301749.1775 |
Total P&L (%) | 302.2132 | 76.8703 | 225.3429 | -119.7081 | 182.0411 | -301.7492 |
Avg Daily Profit (%) | 0.1996 | 0.0508 | 0.1489 | 0 | 0.0685 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108420 | -22031 | -100686 | -737700 | -8687 | -780222 |
Profit Factor | 2.505 | 2.461 | 2.5206 | 0.8878 | 8.3737 | 0.7105 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 43 | 19 | 24 | 30 | 15 | 15 |
Losing Trades | 18 | 12 | 6 | 31 | 16 | 15 |
Profitability (%) | 70.4918 | 61.2903 | 80 | 49.1803 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 1.0486 | 1.5543 | 0.6302 | 0.9174 | 8.9319 | 0.7105 |
Largest Winning Trade | 63166 | 37562 | 63166 | 174019 | 69298 | 174019 |
Largest Losing Trade | -100686 | -14151 | -100686 | -716289 | -6589 | -716289 |
Avg Bars in Trades | 88 | 5 | 173 | 88 | 5 | 173 |
Avg Bars in Winners | 87 | 3 | 154 | 60 | 7 | 114 |
Avg Bars in Losers | 88 | 8 | 247 | 114 | 4 | 231 |
Bars Traded | 5369 | 177 | 5192 | 5369 | 177 | 5192 |
Profit Streak | 176.3988 | 176.3988 | 176.6488 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150567 | -117323 | 465517 | -747096 | -93306 | -580825 |
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{ "first_band": { "type": "dcu", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "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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