Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719253.4287 | 727769.834 | -8516.4053 | 276523.8761 | 342644.1435 | -66120.2675 |
Total P&L (%) | 719.2534 | 727.7698 | -8.5164 | 276.5239 | 342.6441 | -66.1203 |
Avg Daily Profit (%) | 0.3944 | 0.3991 | -0.0047 | 0.0727 | 0.0816 | -0.0593 |
Buy And Hold Return (%) | 224.2297 | 224.2297 | 224.2297 | 224.2297 | 224.2297 | 224.2297 |
Max Trade Drawdown | -115921 | -141445 | -46552 | -486699 | -518765 | -197166 |
Profit Factor | 2.0818 | 2.6085 | 0.9599 | 1.1005 | 1.1849 | 0.9263 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 43.8017 | 40 | 47.541 | 43.8017 | 40 | 47.541 |
Ratio Avg Win / Avg Loss | 2.671 | 3.9127 | 1.0592 | 1.412 | 1.7774 | 1.0222 |
Largest Winning Trade | 399298 | 399298 | 21263 | 367180 | 367180 | 127208 |
Largest Losing Trade | -48507 | -48507 | -26830 | -215612 | -215612 | -143608 |
Avg Bars in Trades | 172 | 299 | 47 | 172 | 299 | 47 |
Avg Bars in Winners | 267 | 515 | 61 | 267 | 515 | 61 |
Avg Bars in Losers | 98 | 155 | 34 | 98 | 155 | 34 |
Bars Traded | 20858 | 17971 | 2887 | 20858 | 17971 | 2887 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311091 | -161526 | -741747 | -301076 | -283367 | -741747 |
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{ "first_band": { "type": "dcl", "factors": { "length": 74, "offset": 99 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 74, "offset": 99 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 2 } } }
# | 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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