Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136990.504 | 997268.5087 | 139721.9953 | 301592.9005 | -724024.39 | 1025617.2905 |
Total P&L (%) | 1136.9905 | 997.2685 | 139.722 | 301.5929 | -724.0244 | 1025.6173 |
Avg Daily Profit (%) | 0.598 | 0.5245 | 0.0735 | 0.0731 | 0 | 0.1274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121538 | -121348 | -46208 | -1305241 | -1637789 | -131060 |
Profit Factor | 3.0336 | 3.2376 | 2.232 | 1.082 | 0.7786 | 3.5215 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 50 | 37.8378 | 62.1622 | 50 | 37.8378 | 62.1622 |
Ratio Avg Win / Avg Loss | 3.0336 | 5.3189 | 1.3586 | 1.082 | 1.2792 | 2.1435 |
Largest Winning Trade | 1012440 | 1012440 | 26566 | 592811 | 592811 | 264838 |
Largest Losing Trade | -50989 | -50989 | -20976 | -476987 | -476987 | -78293 |
Avg Bars in Trades | 151 | 261 | 41 | 151 | 261 | 41 |
Avg Bars in Winners | 172 | 400 | 33 | 172 | 400 | 33 |
Avg Bars in Losers | 130 | 176 | 54 | 130 | 176 | 54 |
Bars Traded | 11204 | 9668 | 1536 | 11204 | 9668 | 1536 |
Profit Streak | 0 | 0 | 749.7534 | 0 | 0 | 749.7534 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51543 | 441922 | -88775 | -294363 | -583835 | -12887 |
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{ "first_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 78, "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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