Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6852019.0842 | 6730707.5815 | 121311.5026 | 49131524.1032 | 43277505.132 | 5854018.9712 |
Total P&L (%) | 6852.0191 | 6730.7076 | 121.3115 | 49131.5241 | 43277.5051 | 5854.019 |
Avg Daily Profit (%) | 3.675 | 3.6099 | 0.0651 | 0.333 | 0.3262 | 0.2194 |
Buy And Hold Return (%) | 9429.8046 | 9429.8046 | 9429.8046 | 9429.8046 | 9429.8046 | 9429.8046 |
Max Trade Drawdown | -140498 | -155114 | -29325 | -27320049 | -31205571 | -9918930 |
Profit Factor | 18.2527 | 23.7026 | 2.2049 | 1.5955 | 1.7267 | 1.2551 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 56.5789 | 44.7368 | 68.4211 | 56.5789 | 44.7368 | 68.4211 |
Ratio Avg Win / Avg Loss | 14.0079 | 29.2796 | 1.0176 | 1.2245 | 2.133 | 0.5793 |
Largest Winning Trade | 6248509 | 6248509 | 23541 | 25800625 | 25800625 | 7010696 |
Largest Losing Trade | -51391 | -51391 | -18439 | -27065763 | -27065763 | -9835323 |
Avg Bars in Trades | 136 | 244 | 28 | 136 | 244 | 28 |
Avg Bars in Winners | 160 | 358 | 31 | 160 | 358 | 31 |
Avg Bars in Losers | 104 | 151 | 22 | 104 | 151 | 22 |
Bars Traded | 10368 | 9280 | 1088 | 10368 | 9280 | 1088 |
Profit Streak | 167.3332 | 167.3332 | 257.8332 | 167.3332 | 167.3332 | 257.8332 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192880 | -143097 | -264671 | -41421 | 332553 | -155355 |
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{ "first_band": { "type": "dcl", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 122, "offset": 8, "scalar": 5 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 122, "offset": 8, "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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