Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5795815.0656 | 5899806.2489 | -103991.1833 | -46950.5 | -49040.2276 | 2089.7276 |
Total P&L (%) | 5795.8151 | 5899.8062 | -103.9912 | -46.9505 | -49.0402 | 2.0897 |
Avg Daily Profit (%) | 2.4419 | 2.4857 | -0.0438 | -0.0267 | -0.0284 | 0.0009 |
Buy And Hold Return (%) | 508.232 | 508.232 | 508.232 | 508.232 | 508.232 | 508.232 |
Max Trade Drawdown | -187841 | -146168 | -123538 | -484736 | -510588 | -200581 |
Profit Factor | 9.7753 | 17.8685 | 0.6653 | 0.9598 | 0.9359 | 1.0052 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 41.6667 | 30 | 53.3333 | 41.6667 | 30 | 53.3333 |
Ratio Avg Win / Avg Loss | 13.6854 | 41.6931 | 0.5822 | 1.3437 | 2.1837 | 0.8795 |
Largest Winning Trade | 6079337 | 6079337 | 35276 | 480031 | 480031 | 82259 |
Largest Losing Trade | -58066 | -40803 | -58066 | -148663 | -148663 | -96182 |
Avg Bars in Trades | 75 | 90 | 60 | 75 | 90 | 60 |
Avg Bars in Winners | 94 | 138 | 70 | 94 | 138 | 70 |
Avg Bars in Losers | 61 | 69 | 49 | 61 | 69 | 49 |
Bars Traded | 4526 | 2709 | 1817 | 4526 | 2709 | 1817 |
Profit Streak | 0 | 0 | 74.8058 | 0 | 0 | 74.8058 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153898 | 551960 | -579835 | -756129 | -585825 | -572965 |
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{ "first_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 36, "offset": 0 } } }
# | 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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