Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621767.9372 | 1461997.8158 | 159770.1214 | 161240825.6657 | 153626126.0551 | 7614699.6106 |
Total P&L (%) | 1621.7679 | 1461.9978 | 159.7701 | 161240.8257 | 153626.1261 | 7614.6996 |
Avg Daily Profit (%) | 0.8682 | 0.7827 | 0.0855 | 0.3962 | 0.3936 | 0.2329 |
Buy And Hold Return (%) | 6630.2523 | 6630.2523 | 6630.2523 | 6630.2523 | 6630.2523 | 6630.2523 |
Max Trade Drawdown | -87332 | -120232 | -41316 | -59239918 | -55720938 | -39703890 |
Profit Factor | 4.7256 | 6.2462 | 2.0201 | 1.7674 | 2.279 | 1.0846 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 64.1509 | 62.2642 | 66.0377 | 64.1509 | 62.2642 | 66.0377 |
Ratio Avg Win / Avg Loss | 2.6408 | 3.7856 | 1.0389 | 0.9877 | 1.3812 | 0.5578 |
Largest Winning Trade | 440386 | 440386 | 37067 | 43804144 | 43804144 | 19362864 |
Largest Losing Trade | -48678 | -48678 | -33358 | -39147227 | -36419854 | -39147227 |
Avg Bars in Trades | 100 | 171 | 29 | 100 | 171 | 29 |
Avg Bars in Winners | 98 | 171 | 29 | 98 | 171 | 29 |
Avg Bars in Losers | 105 | 173 | 30 | 105 | 173 | 30 |
Bars Traded | 10690 | 9104 | 1586 | 10690 | 9104 | 1586 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142842 | -322697 | -419514 | 446558 | -165545 | -418096 |
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{ "first_band": { "type": "dcl", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "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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