Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245152.6153 | 275057.1995 | -29904.5842 | -80424.4794 | 641651.483 | -722075.9625 |
Total P&L (%) | 245.1526 | 275.0572 | -29.9046 | -80.4245 | 641.6515 | -722.076 |
Avg Daily Profit (%) | 0.2002 | 0.2246 | -0.0244 | -0.1331 | 0.1637 | 0 |
Buy And Hold Return (%) | 36.705 | 36.705 | 36.705 | 36.705 | 36.705 | 36.705 |
Max Trade Drawdown | -164323 | -79878 | -146740 | -1000007 | -298406 | -1013678 |
Profit Factor | 1.4344 | 2.2108 | 0.9113 | 0.9589 | 2.117 | 0.4785 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 56.962 | 53.8462 | 60 | 56.962 | 53.8462 | 60 |
Ratio Avg Win / Avg Loss | 1.0838 | 1.895 | 0.6075 | 0.7245 | 1.8146 | 0.319 |
Largest Winning Trade | 221105 | 221105 | 41534 | 316707 | 316707 | 211832 |
Largest Losing Trade | -92061 | -56105 | -92061 | -588913 | -298406 | -588913 |
Avg Bars in Trades | 44 | 51 | 38 | 44 | 51 | 38 |
Avg Bars in Winners | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Losers | 57 | 71 | 41 | 57 | 71 | 41 |
Bars Traded | 3537 | 2015 | 1522 | 3537 | 2015 | 1522 |
Profit Streak | 21.7274 | 0 | 24.394 | 21.7274 | 0 | 24.394 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21233 | 452073 | -578909 | -610325 | 441830 | -578909 |
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{ "first_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 98, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 98, "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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