Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77088.9427 | 1097.0878 | 75991.8549 | 85490.4699 | -7739.8362 | 93230.3061 |
Total P&L (%) | 77.0889 | 1.0971 | 75.9919 | 85.4905 | -7.7398 | 93.2303 |
Avg Daily Profit (%) | 0.296 | 0.0042 | 0.2918 | 0.2375 | -0.0309 | 0.2533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29015 | -28824 | -26850 | -48188 | -42443 | -40270 |
Profit Factor | 1.3039 | 1.0083 | 1.6226 | 1.2377 | 0.9588 | 1.543 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 191 | 84 | 107 | 191 | 84 | 107 |
Losing Trades | 93 | 58 | 35 | 93 | 58 | 35 |
Profitability (%) | 67.2535 | 59.1549 | 75.3521 | 67.2535 | 59.1549 | 75.3521 |
Ratio Avg Win / Avg Loss | 0.6349 | 0.6962 | 0.5308 | 0.6027 | 0.662 | 0.5047 |
Largest Winning Trade | 10356 | 10356 | 5799 | 14221 | 14221 | 8626 |
Largest Losing Trade | -18833 | -14803 | -18833 | -28768 | -18935 | -28768 |
Avg Bars in Trades | 86 | 50 | 123 | 86 | 50 | 123 |
Avg Bars in Winners | 46 | 29 | 59 | 46 | 29 | 59 |
Avg Bars in Losers | 169 | 80 | 317 | 169 | 80 | 317 |
Bars Traded | 24682 | 7167 | 17515 | 24682 | 7167 | 17515 |
Profit Streak | 4.1368 | 4.1368 | 13.741 | 4.1368 | 4.1368 | 13.741 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344822 | -566471 | 434640 | 312267 | -581257 | 408677 |
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{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 210, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 210, "offset": 0, "scalar": 5 } } }
# | 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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