Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592109.7175 | 557986.3948 | 34123.3227 | 630565.4108 | 577802.2942 | 52763.1166 |
Total P&L (%) | 592.1097 | 557.9864 | 34.1233 | 630.5654 | 577.8023 | 52.7631 |
Avg Daily Profit (%) | 0.315 | 0.2969 | 0.0182 | 0.1059 | 0.1019 | 0.0225 |
Buy And Hold Return (%) | 194.6997 | 194.6997 | 194.6997 | 194.6997 | 194.6997 | 194.6997 |
Max Trade Drawdown | -158340 | -121623 | -51056 | -1536600 | -1040632 | -623849 |
Profit Factor | 2.2 | 2.6994 | 1.2067 | 1.1591 | 1.2061 | 1.0455 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 51.4563 | 54.902 | 48.0769 | 51.4563 | 54.902 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.0755 | 2.2174 | 1.3032 | 1.0935 | 0.9907 | 1.1291 |
Largest Winning Trade | 382610 | 382610 | 30165 | 497347 | 497347 | 225680 |
Largest Losing Trade | -49917 | -49917 | -22404 | -704564 | -704564 | -342613 |
Avg Bars in Trades | 104 | 187 | 22 | 104 | 187 | 22 |
Avg Bars in Winners | 112 | 189 | 25 | 112 | 189 | 25 |
Avg Bars in Losers | 96 | 186 | 20 | 96 | 186 | 20 |
Bars Traded | 10759 | 9576 | 1183 | 10759 | 9576 | 1183 |
Profit Streak | 0 | 138.4347 | 0 | 0 | 138.4347 | 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 | 381429 | -168064 | -515390 | -99210 | -240721 | -679520 |
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{ "first_band": { "type": "dcl", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 108, "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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