Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3021627.7752 | -19430.7238 | -3002197.0514 | -10479658.7167 | -29678363.09 | 19198704.3733 |
Total P&L (%) | -3021.6278 | -19.4307 | -3002.1971 | -10479.6587 | -29678.3631 | 19198.7044 |
Avg Daily Profit (%) | -1.6292 | -0.0105 | -1.6187 | 0 | 0 | 0.2842 |
Buy And Hold Return (%) | 6341.85 | 6341.85 | 6341.85 | 6341.85 | 6341.85 | 6341.85 |
Max Trade Drawdown | -3156408 | -113035 | -3087967 | -47333523 | -29704749 | -34191572 |
Profit Factor | 0.1298 | 0.8693 | 0.0967 | 0.8659 | 0.1745 | 1.455 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 46 | 21 | 25 | 33 | 12 | 21 |
Losing Trades | 27 | 16 | 11 | 40 | 25 | 15 |
Profitability (%) | 63.0137 | 56.7568 | 69.4444 | 45.2055 | 32.4324 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.0762 | 0.6624 | 0.0426 | 1.0496 | 0.3635 | 1.0393 |
Largest Winning Trade | 43497 | 19082 | 43497 | 23896855 | 1754760 | 23896855 |
Largest Losing Trade | -1853690 | -39333 | -1853690 | -23161222 | -13718691 | -23161222 |
Avg Bars in Trades | 69 | 4 | 137 | 69 | 4 | 137 |
Avg Bars in Winners | 33 | 2 | 58 | 66 | 3 | 102 |
Avg Bars in Losers | 132 | 5 | 316 | 72 | 4 | 186 |
Bars Traded | 5096 | 151 | 4945 | 5096 | 151 | 4945 |
Profit Streak | 78.2917 | 192.9583 | 0 | 0 | 0 | 154.625 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654532 | -578259 | -578259 | -657253 | -587326 | 300789 |
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{ "first_band": { "type": "dcl", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 42, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 42, "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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