Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125888.2683 | 16810.0733 | 109078.195 | 122008.1816 | -20032.1543 | 142040.336 |
Total P&L (%) | 125.8883 | 16.8101 | 109.0782 | 122.0082 | -20.0322 | 142.0403 |
Avg Daily Profit (%) | 0.2417 | 0.0323 | 0.2094 | 0.1532 | -0.0429 | 0.1699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62438 | -36048 | -44413 | -217415 | -116411 | -134817 |
Profit Factor | 1.3988 | 1.1641 | 1.5116 | 1.1562 | 0.9271 | 1.2804 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 59.5588 | 57.3529 | 61.7647 | 59.5588 | 57.3529 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.9498 | 0.8656 | 0.9358 | 0.7851 | 0.6894 | 0.7927 |
Largest Winning Trade | 36174 | 10371 | 36174 | 66364 | 30161 | 66364 |
Largest Losing Trade | -27152 | -16429 | -27152 | -71546 | -59436 | -71546 |
Avg Bars in Trades | 178 | 36 | 319 | 178 | 36 | 319 |
Avg Bars in Winners | 196 | 31 | 349 | 196 | 31 | 349 |
Avg Bars in Losers | 151 | 44 | 270 | 151 | 44 | 270 |
Bars Traded | 24236 | 2506 | 21730 | 24236 | 2506 | 21730 |
Profit Streak | 14.0339 | 18.3464 | 14.0339 | 14.0339 | 18.3464 | 14.0339 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342897 | -308217 | -100215 | -40640 | -688508 | -101966 |
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{ "first_band": { "type": "kcu", "factors": { "length": 220, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 220, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 82, "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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