Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311482.5551 | 1333739.1028 | -22256.5477 | 13462.32 | 466880.6696 | -453418.3496 |
Total P&L (%) | 1311.4826 | 1333.7391 | -22.2565 | 13.4623 | 466.8807 | -453.4184 |
Avg Daily Profit (%) | 0.7059 | 0.7178 | -0.012 | 0.0068 | 0.0934 | 0 |
Buy And Hold Return (%) | 71.414 | 71.414 | 71.414 | 71.414 | 71.414 | 71.414 |
Max Trade Drawdown | -212099 | -130310 | -126162 | -1429858 | -803426 | -817730 |
Profit Factor | 2.625 | 4.6727 | 0.9499 | 1.0039 | 1.3071 | 0.765 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 44.2748 | 42.4242 | 46.1538 | 44.2748 | 42.4242 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.3039 | 6.3415 | 1.1082 | 1.2635 | 1.774 | 0.8925 |
Largest Winning Trade | 1311603 | 1311603 | 53966 | 555693 | 555693 | 479623 |
Largest Losing Trade | -59853 | -33250 | -59853 | -453784 | -453784 | -439640 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 34 | 30 | 37 | 34 | 30 | 37 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 3449 | 1599 | 1850 | 3449 | 1599 | 1850 |
Profit Streak | 127.7707 | 127.7707 | 272.7707 | 127.7707 | 127.7707 | 272.7707 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602109 | -106540 | -710871 | -566396 | -193872 | -712537 |
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{ "first_band": { "type": "dcl", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 19, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 19, "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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