Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2059457.0488 | 1986889.7923 | 72567.2565 | 2030531.4321 | -320731.0991 | 2351262.5312 |
Total P&L (%) | 2059.457 | 1986.8898 | 72.5673 | 2030.5314 | -320.7311 | 2351.2625 |
Avg Daily Profit (%) | 0.8664 | 0.8359 | 0.0305 | 0.1288 | 0 | 0.1347 |
Buy And Hold Return (%) | 240.8447 | 240.8447 | 240.8447 | 240.8447 | 240.8447 | 240.8447 |
Max Trade Drawdown | -181822 | -198663 | -48840 | -9785467 | -11426088 | -1415611 |
Profit Factor | 4.9054 | 6.9835 | 1.3716 | 1.1157 | 0.9769 | 1.6368 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 41.2371 | 35.4167 | 46.9388 | 41.2371 | 35.4167 | 46.9388 |
Ratio Avg Win / Avg Loss | 6.9903 | 12.7345 | 1.5505 | 1.5898 | 1.7813 | 1.8503 |
Largest Winning Trade | 1184608 | 1184608 | 39051 | 10018590 | 10018590 | 1588753 |
Largest Losing Trade | -43214 | -43214 | -32989 | -4515769 | -4515769 | -856681 |
Avg Bars in Trades | 47 | 81 | 12 | 47 | 81 | 12 |
Avg Bars in Winners | 57 | 120 | 10 | 57 | 120 | 10 |
Avg Bars in Losers | 39 | 60 | 15 | 39 | 60 | 15 |
Bars Traded | 4559 | 3934 | 625 | 4559 | 3934 | 625 |
Profit Streak | 18.0202 | 18.0202 | 30.5202 | 18.0202 | 18.0202 | 30.5202 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 693904 | 601469 | -316060 | -114551 | -583018 | -9531 |
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{ "first_band": { "type": "dcl", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 3 } } }
# | 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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