Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1807379.264 | 1749949.6344 | 57429.6296 | 996800.5064 | -992659.107 | 1989459.6134 |
Total P&L (%) | 1807.3793 | 1749.9496 | 57.4296 | 996.8005 | -992.6591 | 1989.4596 |
Avg Daily Profit (%) | 0.8676 | 0.84 | 0.0276 | 0.115 | 0 | 0.146 |
Buy And Hold Return (%) | 463.9232 | 463.9232 | 463.9232 | 463.9232 | 463.9232 | 463.9232 |
Max Trade Drawdown | -145177 | -132211 | -62957 | -11340892 | -9975957 | -2686109 |
Profit Factor | 2.2472 | 3.1102 | 1.0926 | 1.019 | 0.9694 | 1.0997 |
Total Trades | 525 | 262 | 263 | 525 | 262 | 263 |
Winning Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Losing Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Profitability (%) | 44.7619 | 44.6565 | 44.8669 | 44.7619 | 44.6565 | 44.8669 |
Ratio Avg Win / Avg Loss | 2.7732 | 3.8545 | 1.3427 | 1.2575 | 1.2013 | 1.3514 |
Largest Winning Trade | 1641834 | 1641834 | 28992 | 3921984 | 3921984 | 1356516 |
Largest Losing Trade | -39184 | -39184 | -14851 | -3430486 | -3430486 | -994633 |
Avg Bars in Trades | 46 | 71 | 22 | 46 | 71 | 22 |
Avg Bars in Winners | 54 | 87 | 22 | 54 | 87 | 22 |
Avg Bars in Losers | 40 | 58 | 22 | 40 | 58 | 22 |
Bars Traded | 24546 | 18681 | 5865 | 24546 | 18681 | 5865 |
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 | 572162 | 556403 | -441339 | -243789 | -580374 | -111411 |
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{ "first_band": { "type": "dcl", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 4 } } }
# | 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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