Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200524.5913 | 17333.2045 | 183191.3868 | 158212.5028 | -169023.4268 | 327235.9296 |
Total P&L (%) | 200.5246 | 17.3332 | 183.1914 | 158.2125 | -169.0234 | 327.2359 |
Avg Daily Profit (%) | 0.1558 | 0.0135 | 0.1423 | 0.0737 | 0 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101315 | -122528 | -59193 | -323608 | -385838 | -188179 |
Profit Factor | 1.4939 | 1.0773 | 2.0072 | 1.158 | 0.709 | 1.7778 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 60.6383 | 51.0638 | 70.2128 | 60.6383 | 51.0638 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.9697 | 1.0324 | 0.8515 | 0.7517 | 0.6795 | 0.7542 |
Largest Winning Trade | 62246 | 62246 | 34894 | 97369 | 86128 | 97369 |
Largest Losing Trade | -46912 | -23420 | -46912 | -117282 | -104175 | -117282 |
Avg Bars in Trades | 52 | 43 | 61 | 52 | 43 | 61 |
Avg Bars in Winners | 41 | 23 | 54 | 41 | 23 | 54 |
Avg Bars in Losers | 69 | 63 | 78 | 69 | 63 | 78 |
Bars Traded | 4926 | 2021 | 2905 | 4926 | 2021 | 2905 |
Profit Streak | 38.9184 | 0 | 42.1684 | 38.9184 | 0 | 42.1684 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324758 | -318766 | 44337 | -140778 | -580558 | -38460 |
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{ "first_band": { "type": "dcl", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 107, "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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