Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232892.5417 | 173566.8418 | 59325.6999 | 443694.7628 | 280820.1186 | 162874.6442 |
Total P&L (%) | 232.8925 | 173.5668 | 59.3257 | 443.6948 | 280.8201 | 162.8746 |
Avg Daily Profit (%) | 0.4472 | 0.3333 | 0.1139 | 0.3256 | 0.2571 | 0.1857 |
Buy And Hold Return (%) | 80.1858 | 80.1858 | 80.1858 | 80.1858 | 80.1858 | 80.1858 |
Max Trade Drawdown | -66697 | -73605 | -10922 | -332286 | -361984 | -54159 |
Profit Factor | 2.1321 | 2.0385 | 2.5379 | 1.6009 | 1.4627 | 2.2393 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 64.7059 | 59.5238 | 69.7674 | 64.7059 | 59.5238 | 69.7674 |
Ratio Avg Win / Avg Loss | 1.163 | 1.3862 | 1.0997 | 0.8732 | 0.9946 | 0.9703 |
Largest Winning Trade | 72431 | 72431 | 10702 | 172694 | 172694 | 44000 |
Largest Losing Trade | -28345 | -28345 | -8410 | -166272 | -166272 | -42552 |
Avg Bars in Trades | 288 | 551 | 31 | 288 | 551 | 31 |
Avg Bars in Winners | 161 | 314 | 33 | 161 | 314 | 33 |
Avg Bars in Losers | 521 | 899 | 26 | 521 | 899 | 26 |
Bars Traded | 24490 | 23150 | 1339 | 24490 | 23150 | 1339 |
Profit Streak | 4.9097 | 36.8264 | 4.9097 | 4.9097 | 36.8264 | 4.9097 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447242 | 283541 | -200305 | 392805 | 252007 | 179261 |
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{ "first_band": { "type": "dcl", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 2 } } }
# | 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) |
---|