Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618553.2503 | 664514.1433 | -45960.893 | -74426.4251 | 189171.9431 | -263598.3682 |
Total P&L (%) | 618.5533 | 664.5141 | -45.9609 | -74.4264 | 189.1719 | -263.5984 |
Avg Daily Profit (%) | 0.3251 | 0.3493 | -0.0242 | -0.0716 | 0.0558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247353 | -175415 | -138090 | -902888 | -499362 | -508951 |
Profit Factor | 1.8327 | 2.8224 | 0.8785 | 0.9502 | 1.2488 | 0.6408 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.087 | 47.8261 | 54.3478 | 51.087 | 47.8261 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.7547 | 3.079 | 0.7379 | 0.9098 | 1.3624 | 0.5383 |
Largest Winning Trade | 790687 | 790687 | 25718 | 695147 | 695147 | 142806 |
Largest Losing Trade | -45469 | -45469 | -41085 | -420989 | -420989 | -254953 |
Avg Bars in Trades | 36 | 51 | 21 | 36 | 51 | 21 |
Avg Bars in Winners | 40 | 61 | 21 | 40 | 61 | 21 |
Avg Bars in Losers | 32 | 42 | 21 | 32 | 42 | 21 |
Bars Traded | 3359 | 2375 | 984 | 3359 | 2375 | 984 |
Profit Streak | 0 | 761.7214 | 0 | 0 | 761.7214 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466949 | 535879 | -579863 | -580391 | -118411 | -579863 |
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{ "first_band": { "type": "dcl", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 44, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 44, "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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