Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1295718.5209 | 1479614.6301 | -183896.1092 | -97492.7646 | -51725.9092 | -45766.8554 |
Total P&L (%) | 1295.7185 | 1479.6146 | -183.8961 | -97.4928 | -51.7259 | -45.7669 |
Avg Daily Profit (%) | 0.5183 | 0.5918 | -0.0736 | -0.1473 | -0.0291 | -0.0245 |
Buy And Hold Return (%) | 330.032 | 330.032 | 330.032 | 330.032 | 330.032 | 330.032 |
Max Trade Drawdown | -261350 | -180063 | -231791 | -94284 | -64460 | -42042 |
Profit Factor | 2.4842 | 3.9001 | 0.4931 | 0.5791 | 0.6752 | 0.3679 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 40.5405 | 34.5455 | 46.4286 | 40.5405 | 34.5455 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.6435 | 7.3896 | 0.569 | 0.8494 | 1.2793 | 0.4245 |
Largest Winning Trade | 1637795 | 1637795 | 26323 | 61581 | 61581 | 8283 |
Largest Losing Trade | -82529 | -58572 | -82529 | -43123 | -43123 | -12816 |
Avg Bars in Trades | 39 | 63 | 16 | 39 | 63 | 16 |
Avg Bars in Winners | 41 | 79 | 13 | 41 | 79 | 13 |
Avg Bars in Losers | 38 | 55 | 17 | 38 | 55 | 17 |
Bars Traded | 4398 | 3499 | 898 | 4398 | 3499 | 898 |
Profit Streak | 0 | 182.5861 | 0 | 0 | 182.5861 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353560 | -169174 | -761944 | -584161 | -764868 | -761944 |
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{ "first_band": { "type": "dcl", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 22, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 22, "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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