Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1481503.268 | 1696347.7363 | -214844.4683 | -99049.5495 | 156565.3956 | -255614.9451 |
Total P&L (%) | 1481.5033 | 1696.3477 | -214.8445 | -99.0496 | 156.5654 | -255.6149 |
Avg Daily Profit (%) | 0.6703 | 0.7675 | -0.0972 | -0.2104 | 0.0426 | 0 |
Buy And Hold Return (%) | 805.7906 | 805.7906 | 805.7906 | 805.7906 | 805.7906 | 805.7906 |
Max Trade Drawdown | -401533 | -245033 | -249131 | -246424 | -121487 | -310649 |
Profit Factor | 2.6882 | 4.4638 | 0.4461 | 0.8686 | 1.4845 | 0.4064 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 41.7582 | 46.6667 | 36.9565 | 41.7582 | 46.6667 | 36.9565 |
Ratio Avg Win / Avg Loss | 3.7493 | 5.1015 | 0.7609 | 1.2115 | 1.6965 | 0.6933 |
Largest Winning Trade | 1815242 | 1815242 | 32057 | 158782 | 158782 | 40540 |
Largest Losing Trade | -94999 | -53486 | -94999 | -207279 | -52940 | -207279 |
Avg Bars in Trades | 138 | 239 | 40 | 138 | 239 | 40 |
Avg Bars in Winners | 109 | 168 | 36 | 109 | 168 | 36 |
Avg Bars in Losers | 159 | 302 | 41 | 159 | 302 | 41 |
Bars Traded | 12633 | 10789 | 1844 | 12633 | 10789 | 1844 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 225284 | 463382 | -585776 | -582073 | -300642 | -585776 |
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{ "first_band": { "type": "dcl", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 161, "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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