Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82891.8164 | 34653.463 | 48238.3534 | 109631.5588 | 36100.3152 | 73531.2436 |
Total P&L (%) | 82.8918 | 34.6535 | 48.2384 | 109.6316 | 36.1003 | 73.5312 |
Avg Daily Profit (%) | 0.1806 | 0.0755 | 0.1051 | 0.1614 | 0.0672 | 0.1201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18633 | -18633 | -17843 | -42012 | -42012 | -29876 |
Profit Factor | 1.944 | 2.0999 | 1.8567 | 1.7835 | 1.5944 | 1.9284 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 76.5957 | 72.3404 | 80.8511 | 76.5957 | 72.3404 | 80.8511 |
Ratio Avg Win / Avg Loss | 0.594 | 0.8029 | 0.4398 | 0.5449 | 0.6096 | 0.4567 |
Largest Winning Trade | 9390 | 5280 | 9390 | 14749 | 8292 | 14749 |
Largest Losing Trade | -18633 | -18633 | -17702 | -42012 | -42012 | -28860 |
Avg Bars in Trades | 109 | 25 | 194 | 109 | 25 | 194 |
Avg Bars in Winners | 65 | 17 | 108 | 65 | 17 | 108 |
Avg Bars in Losers | 255 | 47 | 556 | 255 | 47 | 556 |
Bars Traded | 10313 | 1193 | 9120 | 10313 | 1193 | 9120 |
Profit Streak | 595.8822 | 595.8822 | 658.6739 | 595.8822 | 595.8822 | 658.6739 |
Trades During Streak | 3 | 1 | 10 | 3 | 1 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464898 | -90568 | -48716 | 447839 | -102535 | -27007 |
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 180, "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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