Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756917.2606 | 614790.6187 | 142126.6419 | 1624613.6123 | 1216390.6831 | 408222.9293 |
Total P&L (%) | 756.9173 | 614.7906 | 142.1266 | 1624.6136 | 1216.3907 | 408.2229 |
Avg Daily Profit (%) | 0.4047 | 0.3287 | 0.076 | 0.1524 | 0.1379 | 0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117275 | -134941 | -92440 | -1113924 | -597007 | -803836 |
Profit Factor | 2.7592 | 3.904 | 1.6503 | 1.6342 | 2.1162 | 1.2773 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 53.0864 | 50 | 56.0976 | 53.0864 | 50 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.4384 | 3.904 | 1.2915 | 1.4442 | 2.1162 | 0.9996 |
Largest Winning Trade | 319328 | 319328 | 35259 | 507396 | 507396 | 322937 |
Largest Losing Trade | -62057 | -62057 | -54852 | -440461 | -402674 | -440461 |
Avg Bars in Trades | 64 | 93 | 35 | 64 | 93 | 35 |
Avg Bars in Winners | 65 | 87 | 46 | 65 | 87 | 46 |
Avg Bars in Losers | 62 | 100 | 21 | 62 | 100 | 21 |
Bars Traded | 5212 | 3758 | 1454 | 5212 | 3758 | 1454 |
Profit Streak | 99.4963 | 99.8296 | 99.4963 | 99.4963 | 99.8296 | 99.4963 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 20580 | 616158 | -87687 | -4867 | -3506 | -76795 |
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{ "first_band": { "type": "dcl", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 149, "offset": 0, "scalar": 3 } } }
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# | 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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