Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -552862.9699 | -11826.1212 | -541036.8488 | 3871858.0837 | 780941.9281 | 3090916.1556 |
Total P&L (%) | -552.863 | -11.8261 | -541.0368 | 3871.8581 | 780.9419 | 3090.9162 |
Avg Daily Profit (%) | -0.3046 | -0.0065 | -0.2981 | 0.203 | 0.1199 | 0.191 |
Buy And Hold Return (%) | 680.6813 | 680.6813 | 680.6813 | 680.6813 | 680.6813 | 680.6813 |
Max Trade Drawdown | -690584 | -72218 | -659221 | -1183233 | -345800 | -1454694 |
Profit Factor | 0.4357 | 0.9127 | 0.3592 | 2.2918 | 1.8455 | 2.4906 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 42 | 19 | 23 | 32 | 16 | 16 |
Losing Trades | 21 | 13 | 8 | 31 | 16 | 15 |
Profitability (%) | 66.6667 | 59.375 | 74.1935 | 50.7937 | 50 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.2178 | 0.6245 | 0.1249 | 2.2202 | 1.8455 | 2.3349 |
Largest Winning Trade | 34830 | 16403 | 34830 | 2651071 | 401664 | 2651071 |
Largest Losing Trade | -512804 | -40072 | -512804 | -705304 | -345800 | -705304 |
Avg Bars in Trades | 141 | 42 | 244 | 141 | 42 | 244 |
Avg Bars in Winners | 94 | 29 | 148 | 129 | 47 | 212 |
Avg Bars in Losers | 236 | 60 | 521 | 154 | 37 | 278 |
Bars Traded | 8935 | 1352 | 7583 | 8935 | 1352 | 7583 |
Profit Streak | 185.1529 | 185.1529 | 215.4862 | 185.1529 | 185.1529 | 215.4862 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728232 | -578622 | -576298 | -137959 | -147979 | 450647 |
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{ "first_band": { "type": "dcu", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 245, "offset": 57, "scalar": 3 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 245, "offset": 57, "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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