Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12761094.1006 | 12793711.4509 | -32617.3503 | 3261907.5217 | 5661780.6007 | -2399873.079 |
Total P&L (%) | 12761.0941 | 12793.7115 | -32.6174 | 3261.9075 | 5661.7806 | -2399.8731 |
Avg Daily Profit (%) | 6.8491 | 6.8666 | -0.0175 | 0.1888 | 0.2178 | 0 |
Buy And Hold Return (%) | 7553.9302 | 7553.9302 | 7553.9302 | 7553.9302 | 7553.9302 | 7553.9302 |
Max Trade Drawdown | -305404 | -267530 | -59278 | -10101087 | -7961178 | -3015564 |
Profit Factor | 22.4067 | 32.25 | 0.8253 | 1.1942 | 1.497 | 0.556 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 44 | 15 | 29 | 44 | 15 | 29 |
Losing Trades | 91 | 52 | 39 | 91 | 52 | 39 |
Profitability (%) | 32.5926 | 22.3881 | 42.6471 | 32.5926 | 22.3881 | 42.6471 |
Ratio Avg Win / Avg Loss | 46.3412 | 111.8001 | 1.1099 | 2.4698 | 5.1896 | 0.7478 |
Largest Winning Trade | 12335086 | 12335086 | 16827 | 10148411 | 10148411 | 441983 |
Largest Losing Trade | -46607 | -46607 | -14554 | -1812930 | -1812930 | -1198790 |
Avg Bars in Trades | 76 | 148 | 5 | 76 | 148 | 5 |
Avg Bars in Winners | 165 | 476 | 4 | 165 | 476 | 4 |
Avg Bars in Losers | 33 | 53 | 6 | 33 | 53 | 6 |
Bars Traded | 10298 | 9925 | 373 | 10298 | 9925 | 373 |
Profit Streak | 165.0121 | 166.5121 | 165.0121 | 165.0121 | 166.5121 | 165.0121 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362398 | -142164 | -690571 | -169083 | -312893 | -692238 |
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{ "first_band": { "type": "dcl", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 2 } } }
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# | 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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