Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011186.1136 | 1044375.9359 | -33189.8223 | 84894.9504 | -1770.6058 | 86665.5562 |
Total P&L (%) | 1011.1861 | 1044.3759 | -33.1898 | 84.895 | -1.7706 | 86.6656 |
Avg Daily Profit (%) | 0.5368 | 0.5544 | -0.0176 | 0.0326 | -0.0009 | 0.0331 |
Buy And Hold Return (%) | 288.1754 | 288.1754 | 288.1754 | 288.1754 | 288.1754 | 288.1754 |
Max Trade Drawdown | -219937 | -182931 | -74192 | -3310024 | -2914065 | -460450 |
Profit Factor | 2.4393 | 3.0132 | 0.8194 | 1.0154 | 0.9996 | 1.0691 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 47.4138 | 43.1034 | 51.7241 | 47.4138 | 43.1034 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.7055 | 3.9775 | 0.7648 | 1.1262 | 1.3195 | 0.9978 |
Largest Winning Trade | 856556 | 856556 | 15824 | 2208152 | 2208152 | 469089 |
Largest Losing Trade | -42021 | -42021 | -38987 | -987445 | -987445 | -443912 |
Avg Bars in Trades | 190 | 342 | 38 | 190 | 342 | 38 |
Avg Bars in Winners | 180 | 363 | 27 | 180 | 363 | 27 |
Avg Bars in Losers | 200 | 326 | 50 | 200 | 326 | 50 |
Bars Traded | 22122 | 19873 | 2249 | 22122 | 19873 | 2249 |
Profit Streak | 96.1359 | 97.8025 | 96.1359 | 96.1359 | 97.8025 | 96.1359 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488368 | -167512 | -760050 | -517979 | -760890 | -639889 |
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{ "first_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 94, "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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