Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1357643.2017 | 1479930.3936 | -122287.1919 | -80021.0102 | 3049258.7491 | -3129279.7593 |
Total P&L (%) | 1357.6432 | 1479.9304 | -122.2872 | -80.021 | 3049.2587 | -3129.2798 |
Avg Daily Profit (%) | 0.6517 | 0.7104 | -0.0587 | -0.0773 | 0.1657 | 0 |
Buy And Hold Return (%) | 85.8173 | 85.8173 | 85.8173 | 85.8173 | 85.8173 | 85.8173 |
Max Trade Drawdown | -278005 | -181386 | -241668 | -6431187 | -2810970 | -3640150 |
Profit Factor | 2.2267 | 3.3701 | 0.7465 | 0.9903 | 1.7825 | 0.2802 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 35.3982 | 33.9286 | 36.8421 | 35.3982 | 33.9286 | 36.8421 |
Ratio Avg Win / Avg Loss | 4.0637 | 6.5628 | 1.2797 | 1.8073 | 3.4712 | 0.4803 |
Largest Winning Trade | 1035449 | 1035449 | 61838 | 5382303 | 5382303 | 549059 |
Largest Losing Trade | -62522 | -48946 | -62522 | -2224499 | -1542056 | -2224499 |
Avg Bars in Trades | 217 | 281 | 154 | 217 | 281 | 154 |
Avg Bars in Winners | 378 | 525 | 245 | 378 | 525 | 245 |
Avg Bars in Losers | 129 | 155 | 101 | 129 | 155 | 101 |
Bars Traded | 24562 | 15750 | 8812 | 24562 | 15750 | 8812 |
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 | 387274 | -167739 | -764561 | -583378 | -175457 | -766228 |
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{ "first_band": { "type": "alma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 101, "offset": 78, "scalar": 3 } } }
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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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