Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504504.3374 | 480384.4114 | 24119.926 | 54443.4758 | 332339.5551 | -277896.0794 |
Total P&L (%) | 504.5043 | 480.3844 | 24.1199 | 54.4435 | 332.3396 | -277.8961 |
Avg Daily Profit (%) | 0.2422 | 0.2306 | 0.0116 | 0.0209 | 0.0703 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173219 | -205160 | -82904 | -1376646 | -1570940 | -560809 |
Profit Factor | 1.5289 | 1.7621 | 1.0746 | 1.0091 | 1.0843 | 0.8656 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 41.8251 | 38.9313 | 44.697 | 41.8251 | 38.9313 | 44.697 |
Ratio Avg Win / Avg Loss | 2.1266 | 2.7641 | 1.3295 | 1.4035 | 1.7009 | 1.071 |
Largest Winning Trade | 312446 | 312446 | 60960 | 1128157 | 1128157 | 224459 |
Largest Losing Trade | -32813 | -32813 | -22583 | -272802 | -272802 | -267666 |
Avg Bars in Trades | 92 | 142 | 43 | 92 | 142 | 43 |
Avg Bars in Winners | 126 | 214 | 50 | 126 | 214 | 50 |
Avg Bars in Losers | 68 | 96 | 37 | 68 | 96 | 37 |
Bars Traded | 24380 | 18651 | 5729 | 24380 | 18651 | 5729 |
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 | 330794 | 241650 | -322296 | -378385 | -230263 | -581377 |
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{ "first_band": { "type": "kcl", "factors": { "length": 225, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 31, "offset": 0 } } }
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# | 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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