Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282933.4024 | 64675.2527 | 218258.1496 | 148682.9805 | 135383.8551 | 13299.1255 |
Total P&L (%) | 282.9334 | 64.6753 | 218.2582 | 148.683 | 135.3839 | 13.2991 |
Avg Daily Profit (%) | 0.1691 | 0.0387 | 0.1305 | 0.0545 | 0.0512 | 0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207751 | -133598 | -127035 | -755763 | -403904 | -489405 |
Profit Factor | 1.4224 | 1.1931 | 1.6517 | 1.0751 | 1.1398 | 1.0131 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 46.5649 | 46.1538 | 46.9697 | 46.5649 | 46.1538 | 46.9697 |
Ratio Avg Win / Avg Loss | 1.6323 | 1.392 | 1.8648 | 1.2337 | 1.3297 | 1.1439 |
Largest Winning Trade | 49914 | 49914 | 46543 | 189942 | 189942 | 184754 |
Largest Losing Trade | -45390 | -35634 | -45390 | -280823 | -128411 | -280823 |
Avg Bars in Trades | 37 | 22 | 52 | 37 | 22 | 52 |
Avg Bars in Winners | 45 | 22 | 66 | 45 | 22 | 66 |
Avg Bars in Losers | 30 | 21 | 39 | 30 | 21 | 39 |
Bars Traded | 4913 | 1451 | 3462 | 4913 | 1451 | 3462 |
Profit Streak | 78.103 | 0 | 91.7697 | 78.103 | 0 | 91.7697 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319296 | -282859 | -140810 | -258564 | -324536 | -577140 |
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{ "first_band": { "type": "dcl", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 53, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 53, "offset": 0, "scalar": 5 } } }
# | 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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