Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345422.5067 | 57013.648 | 288408.8587 | 867048.9154 | 179622.0188 | 687426.8966 |
Total P&L (%) | 345.4225 | 57.0136 | 288.4089 | 867.0489 | 179.622 | 687.4269 |
Avg Daily Profit (%) | 0.2069 | 0.0341 | 0.1727 | 0.136 | 0.0616 | 0.1237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69234 | -8893 | -69234 | -609187 | -84955 | -609187 |
Profit Factor | 2.8703 | 2.7187 | 2.9035 | 1.7241 | 2.0953 | 1.6652 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 68.8525 | 64.5161 | 73.3333 | 68.8525 | 64.5161 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.2985 | 1.4953 | 1.0558 | 0.78 | 1.1524 | 0.6055 |
Largest Winning Trade | 63338 | 17359 | 63338 | 216123 | 78029 | 216123 |
Largest Losing Trade | -69234 | -6717 | -69234 | -609187 | -49298 | -609187 |
Avg Bars in Trades | 318 | 31 | 614 | 318 | 31 | 614 |
Avg Bars in Winners | 325 | 36 | 587 | 325 | 36 | 587 |
Avg Bars in Losers | 301 | 20 | 687 | 301 | 20 | 687 |
Bars Traded | 19402 | 967 | 18435 | 19402 | 967 | 18435 |
Profit Streak | 0 | 0 | 127.8391 | 0 | 0 | 127.8391 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151507 | -142227 | 567249 | -174140 | -105956 | -23191 |
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{ "first_band": { "type": "alma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 5 } } }
# | 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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