Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5949197.506 | 5858819.7351 | 90377.7708 | 35507373.1138 | 32710999.0827 | 2796374.0311 |
Total P&L (%) | 5949.1975 | 5858.8197 | 90.3778 | 35507.3731 | 32710.9991 | 2796.374 |
Avg Daily Profit (%) | 3.2028 | 3.1541 | 0.0487 | 0.3168 | 0.3124 | 0.1814 |
Buy And Hold Return (%) | 8809.1552 | 8809.1552 | 8809.1552 | 8809.1552 | 8809.1552 | 8809.1552 |
Max Trade Drawdown | -115559 | -139425 | -15569 | -19250485 | -19332623 | -5711333 |
Profit Factor | 22.9691 | 26.1612 | 3.3817 | 1.8006 | 1.8959 | 1.3567 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 61.0169 | 55.1724 | 66.6667 | 61.0169 | 55.1724 | 66.6667 |
Ratio Avg Win / Avg Loss | 14.6747 | 21.2559 | 1.6908 | 1.1504 | 1.5405 | 0.6784 |
Largest Winning Trade | 5218773 | 5218773 | 17551 | 25987061 | 25987061 | 2610133 |
Largest Losing Trade | -54714 | -54714 | -12191 | -19025387 | -19025387 | -4841203 |
Avg Bars in Trades | 116 | 220 | 15 | 116 | 220 | 15 |
Avg Bars in Winners | 126 | 272 | 10 | 126 | 272 | 10 |
Avg Bars in Losers | 99 | 156 | 24 | 99 | 156 | 24 |
Bars Traded | 6849 | 6396 | 453 | 6849 | 6396 | 453 |
Profit Streak | 160.3459 | 160.3459 | 185.5959 | 160.3459 | 160.3459 | 185.5959 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -318716 | -140846 | -283494 | -167573 | 407290 | -155386 |
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{ "first_band": { "type": "dcl", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 80, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 80, "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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