Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780934.3388 | 1785279.6536 | -4345.3147 | 15372.4076 | -62341.993 | 77714.4006 |
Total P&L (%) | 1780.9343 | 1785.2797 | -4.3453 | 15.3724 | -62.342 | 77.7144 |
Avg Daily Profit (%) | 0.9602 | 0.9625 | -0.0023 | 0.0077 | -0.0526 | 0.031 |
Buy And Hold Return (%) | 64.7651 | 64.7651 | 64.7651 | 64.7651 | 64.7651 | 64.7651 |
Max Trade Drawdown | -180642 | -154599 | -43344 | -1036255 | -957108 | -160865 |
Profit Factor | 4.4407 | 6.3726 | 0.9766 | 1.01 | 0.9462 | 1.2087 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 48.1928 | 46.3415 | 50 | 48.1928 | 46.3415 | 50 |
Ratio Avg Win / Avg Loss | 4.7738 | 7.3788 | 0.9766 | 1.0858 | 1.0957 | 1.2087 |
Largest Winning Trade | 1928128 | 1928128 | 23101 | 882977 | 882977 | 175275 |
Largest Losing Trade | -62612 | -62612 | -46322 | -402430 | -402430 | -160865 |
Avg Bars in Trades | 84 | 146 | 25 | 84 | 146 | 25 |
Avg Bars in Winners | 92 | 160 | 31 | 92 | 160 | 31 |
Avg Bars in Losers | 77 | 133 | 19 | 77 | 133 | 19 |
Bars Traded | 7043 | 5986 | 1057 | 7043 | 5986 | 1057 |
Profit Streak | 38.7234 | 38.7234 | 38.9734 | 38.7234 | 38.7234 | 38.9734 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 725034 | 755801 | -579468 | -558345 | -579952 | -254201 |
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{ "first_band": { "type": "dcl", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 74, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 74, "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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