Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528073.5536 | 430519.7744 | 97553.7792 | 429555.9209 | 370604.5245 | 58951.3965 |
Total P&L (%) | 528.0736 | 430.5198 | 97.5538 | 429.5559 | 370.6045 | 58.9514 |
Avg Daily Profit (%) | 0.2671 | 0.2178 | 0.0493 | 0.0843 | 0.0784 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173650 | -152618 | -97336 | -3203735 | -2609488 | -1321323 |
Profit Factor | 1.6205 | 1.8293 | 1.294 | 1.0536 | 1.0748 | 1.0192 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 48.3333 | 43.3333 | 53.3333 | 48.3333 | 43.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.7323 | 2.3921 | 1.1322 | 1.1262 | 1.4056 | 0.8918 |
Largest Winning Trade | 147295 | 147295 | 65850 | 963901 | 963901 | 907077 |
Largest Losing Trade | -34841 | -34841 | -34807 | -978482 | -978482 | -725554 |
Avg Bars in Trades | 31 | 38 | 25 | 31 | 38 | 25 |
Avg Bars in Winners | 44 | 62 | 29 | 44 | 62 | 29 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5751 | 3431 | 2320 | 5751 | 3431 | 2320 |
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 | 431056 | 300144 | -126571 | -241640 | -229422 | -362927 |
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{ "first_band": { "type": "kcl", "factors": { "length": 88, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 88, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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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