Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111358.4536 | 995339.53 | 116018.9236 | 9872599.4339 | 13038632.9304 | -3166033.4965 |
Total P&L (%) | 1111.3585 | 995.3395 | 116.0189 | 9872.5994 | 13038.6329 | -3166.0335 |
Avg Daily Profit (%) | 0.504 | 0.4514 | 0.0526 | 0.2089 | 0.2215 | 0 |
Buy And Hold Return (%) | 400.0302 | 400.0302 | 400.0302 | 400.0302 | 400.0302 | 400.0302 |
Max Trade Drawdown | -99278 | -98121 | -63361 | -14284146 | -9849916 | -4533214 |
Profit Factor | 2.637 | 3.5468 | 1.4027 | 1.3113 | 1.716 | 0.7656 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 49.0909 | 43.3735 | 54.878 | 49.0909 | 43.3735 | 54.878 |
Ratio Avg Win / Avg Loss | 2.7347 | 4.6306 | 1.1534 | 1.3599 | 2.2404 | 0.6295 |
Largest Winning Trade | 416659 | 416659 | 66389 | 14569799 | 14569799 | 2003103 |
Largest Losing Trade | -26942 | -22489 | -26942 | -3577744 | -3432506 | -3577744 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 55 | 51 | 58 | 55 | 51 | 58 |
Avg Bars in Losers | 23 | 20 | 28 | 23 | 20 | 28 |
Bars Traded | 6495 | 2801 | 3694 | 6495 | 2801 | 3694 |
Profit Streak | 17.5911 | 17.5911 | 28.5911 | 17.5911 | 17.5911 | 28.5911 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501668 | 393822 | -291003 | 354412 | 328742 | -584063 |
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{ "first_band": { "type": "kcb", "factors": { "length": 98, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 98, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 11, "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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