Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387726.5681 | 232942.9096 | 154783.6585 | 464193.4504 | 35685.4026 | 428508.0479 |
Total P&L (%) | 387.7266 | 232.9429 | 154.7837 | 464.1935 | 35.6854 | 428.508 |
Avg Daily Profit (%) | 0.2304 | 0.1384 | 0.092 | 0.1029 | 0.0181 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145035 | -184702 | -32495 | -558784 | -637384 | -95022 |
Profit Factor | 1.7416 | 1.5587 | 2.462 | 1.3011 | 1.0289 | 2.4035 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 91 | 35 | 56 | 91 | 35 | 56 |
Losing Trades | 78 | 49 | 29 | 78 | 49 | 29 |
Profitability (%) | 53.8462 | 41.6667 | 65.8824 | 53.8462 | 41.6667 | 65.8824 |
Ratio Avg Win / Avg Loss | 1.4928 | 2.1821 | 1.2749 | 1.1153 | 1.4404 | 1.2447 |
Largest Winning Trade | 138691 | 138691 | 24868 | 209315 | 209315 | 53932 |
Largest Losing Trade | -37403 | -37403 | -18805 | -111890 | -111890 | -49965 |
Avg Bars in Trades | 116 | 215 | 18 | 116 | 215 | 18 |
Avg Bars in Winners | 117 | 276 | 18 | 117 | 276 | 18 |
Avg Bars in Losers | 113 | 171 | 17 | 113 | 171 | 17 |
Bars Traded | 19615 | 18067 | 1548 | 19615 | 18067 | 1548 |
Profit Streak | 20.599 | 26.4323 | 20.599 | 20.599 | 26.4323 | 20.599 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450495 | -8495 | -63747 | -53114 | -363030 | -54520 |
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{ "first_band": { "type": "dcl", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 63, "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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