Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105722.4394 | 90410.4875 | 15311.952 | 59811.8292 | 42656.0102 | 17155.819 |
Total P&L (%) | 105.7224 | 90.4105 | 15.312 | 59.8118 | 42.656 | 17.1558 |
Avg Daily Profit (%) | 0.203 | 0.1736 | 0.0294 | 0.0901 | 0.0682 | 0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97636 | -96233 | -10986 | -164891 | -160464 | -21920 |
Profit Factor | 1.458 | 1.4839 | 1.3483 | 1.1779 | 1.1578 | 1.2609 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 64 | 25 | 39 | 64 | 25 | 39 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 49.6124 | 39.0625 | 60 | 49.6124 | 39.0625 | 60 |
Ratio Avg Win / Avg Loss | 1.4808 | 2.3148 | 0.8989 | 1.1963 | 1.8061 | 0.8406 |
Largest Winning Trade | 62707 | 62707 | 5583 | 64430 | 64430 | 12307 |
Largest Losing Trade | -34760 | -34760 | -10986 | -49312 | -49312 | -21920 |
Avg Bars in Trades | 191 | 377 | 7 | 191 | 377 | 7 |
Avg Bars in Winners | 225 | 565 | 7 | 225 | 565 | 7 |
Avg Bars in Losers | 157 | 256 | 8 | 157 | 256 | 8 |
Bars Traded | 24643 | 24141 | 502 | 24643 | 24141 | 502 |
Profit Streak | 54.4845 | 54.7136 | 54.4845 | 54.4845 | 54.7136 | 54.4845 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334884 | -134004 | -295022 | -97601 | -293414 | -292985 |
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{ "first_band": { "type": "dcl", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 59, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 59, "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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