Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2191693.6907 | 199222.6479 | -2390916.3385 | 9884321.3292 | 59405780.423 | -49521459.0938 |
Total P&L (%) | -2191.6937 | 199.2226 | -2390.9163 | 9884.3213 | 59405.7804 | -49521.4591 |
Avg Daily Profit (%) | -0.9674 | 0.0879 | -1.0554 | 0.2034 | 0.2824 | 0 |
Buy And Hold Return (%) | 9815.4451 | 9815.4451 | 9815.4451 | 9815.4451 | 9815.4451 | 9815.4451 |
Max Trade Drawdown | -2405042 | -60958 | -2471331 | -152778190 | -26164915 | -155735455 |
Profit Factor | 0.2468 | 2.209 | 0.129 | 1.0446 | 2.3574 | 0.7217 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 17 | 24 | 47 | 21 | 26 |
Losing Trades | 25 | 16 | 9 | 19 | 12 | 7 |
Profitability (%) | 62.1212 | 51.5152 | 72.7273 | 71.2121 | 63.6364 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.1505 | 2.0791 | 0.0484 | 0.4223 | 1.3471 | 0.1943 |
Largest Winning Trade | 79331 | 79331 | 63930 | 28320414 | 28320414 | 22350734 |
Largest Losing Trade | -1793301 | -30499 | -1793301 | -149153452 | -14005842 | -149153452 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 42 | 41 | 42 | 47 | 43 | 51 |
Avg Bars in Losers | 97 | 87 | 117 | 100 | 97 | 106 |
Bars Traded | 4170 | 2096 | 2074 | 4170 | 2096 | 2074 |
Profit Streak | 91.8286 | 91.8286 | 300.8286 | 91.8286 | 91.8286 | 456.3286 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706747 | -236399 | -576488 | -453464 | 496468 | -575679 |
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{ "first_band": { "type": "dcl", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "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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