Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958636.3531 | 860361.0051 | 98275.348 | 1501841.0793 | 376941.4264 | 1124899.6529 |
Total P&L (%) | 958.6364 | 860.361 | 98.2753 | 1501.8411 | 376.9414 | 1124.8997 |
Avg Daily Profit (%) | 0.5262 | 0.4723 | 0.0539 | 0.1524 | 0.0858 | 0.1376 |
Buy And Hold Return (%) | 198.4159 | 198.4159 | 198.4159 | 198.4159 | 198.4159 | 198.4159 |
Max Trade Drawdown | -136875 | -134338 | -36486 | -1365317 | -1676836 | -288952 |
Profit Factor | 2.9783 | 3.6355 | 1.6216 | 1.3319 | 1.1177 | 1.8508 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 13 | 28 | 41 | 13 | 28 |
Losing Trades | 44 | 29 | 15 | 44 | 29 | 15 |
Profitability (%) | 48.2353 | 30.9524 | 65.1163 | 48.2353 | 30.9524 | 65.1163 |
Ratio Avg Win / Avg Loss | 3.1963 | 8.1099 | 0.8687 | 1.4294 | 2.4933 | 0.9915 |
Largest Winning Trade | 426536 | 426536 | 31282 | 1229014 | 1229014 | 489522 |
Largest Losing Trade | -51634 | -51634 | -32260 | -516807 | -516807 | -236340 |
Avg Bars in Trades | 60 | 109 | 12 | 60 | 109 | 12 |
Avg Bars in Winners | 86 | 244 | 13 | 86 | 244 | 13 |
Avg Bars in Losers | 36 | 49 | 11 | 36 | 49 | 11 |
Bars Traded | 5152 | 4606 | 546 | 5152 | 4606 | 546 |
Profit Streak | 0 | 110.6174 | 0 | 0 | 110.6174 | 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 | 524593 | 303631 | -284073 | 268215 | -182719 | -6747 |
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{ "first_band": { "type": "dcl", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 38, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 38, "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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