Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2665390.3237 | 2544550.6903 | 120839.6334 | 702303.366 | -39340.8127 | 741644.1787 |
Total P&L (%) | 2665.3903 | 2544.5507 | 120.8396 | 702.3034 | -39.3408 | 741.6442 |
Avg Daily Profit (%) | 1.1553 | 1.1029 | 0.0524 | 0.0903 | -0.0217 | 0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145542 | -192652 | -89409 | -1674936 | -2021004 | -565940 |
Profit Factor | 3.0475 | 4.2275 | 1.2354 | 1.0661 | 0.994 | 1.1845 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 110 | 47 | 63 | 110 | 47 | 63 |
Losing Trades | 207 | 111 | 96 | 207 | 111 | 96 |
Profitability (%) | 34.7003 | 29.7468 | 39.6226 | 34.7003 | 29.7468 | 39.6226 |
Ratio Avg Win / Avg Loss | 5.7349 | 9.9841 | 1.8825 | 2.0062 | 2.3476 | 1.805 |
Largest Winning Trade | 2322296 | 2322296 | 46745 | 1286048 | 1286048 | 423234 |
Largest Losing Trade | -43737 | -43737 | -20464 | -504894 | -504894 | -394823 |
Avg Bars in Trades | 43 | 71 | 14 | 43 | 71 | 14 |
Avg Bars in Winners | 73 | 148 | 17 | 73 | 148 | 17 |
Avg Bars in Losers | 26 | 38 | 13 | 26 | 38 | 13 |
Bars Traded | 13640 | 11278 | 2362 | 13640 | 11278 | 2362 |
Profit Streak | 0 | 4.1426 | 0 | 0 | 4.1426 | 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 | 540141 | 430156 | -125651 | -223006 | -586708 | -89171 |
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{ "first_band": { "type": "dcl", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 16, "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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