Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410350.9356 | 422835.1167 | -12484.1811 | 83905.5082 | 121777.2436 | -37871.7354 |
Total P&L (%) | 410.3509 | 422.8351 | -12.4842 | 83.9055 | 121.7772 | -37.8717 |
Avg Daily Profit (%) | 0.7879 | 0.8118 | -0.024 | 0.117 | 0.153 | -0.0913 |
Buy And Hold Return (%) | 93.257 | 93.257 | 93.257 | 93.257 | 93.257 | 93.257 |
Max Trade Drawdown | -86709 | -75972 | -21270 | -217224 | -187932 | -46190 |
Profit Factor | 2.528 | 2.9489 | 0.7581 | 1.1675 | 1.3077 | 0.6403 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 36.4486 | 32.0755 | 40.7407 | 36.4486 | 32.0755 | 40.7407 |
Ratio Avg Win / Avg Loss | 4.4078 | 6.2448 | 1.1026 | 2.0356 | 2.7692 | 0.9314 |
Largest Winning Trade | 497634 | 497634 | 4152 | 285352 | 285352 | 10478 |
Largest Losing Trade | -17800 | -17800 | -4422 | -42029 | -42029 | -13443 |
Avg Bars in Trades | 217 | 426 | 11 | 217 | 426 | 11 |
Avg Bars in Winners | 308 | 692 | 11 | 308 | 692 | 11 |
Avg Bars in Losers | 164 | 300 | 12 | 164 | 300 | 12 |
Bars Traded | 23231 | 22590 | 641 | 23231 | 22590 | 641 |
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 | 361587 | -171228 | -762502 | -243295 | -250043 | -764725 |
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{ "first_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 32, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 32, "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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