Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96081.3333 | 17950.7502 | 78130.583 | 83952.1438 | 34528.4874 | 49423.6564 |
Total P&L (%) | 96.0813 | 17.9508 | 78.1306 | 83.9521 | 34.5285 | 49.4237 |
Avg Daily Profit (%) | 0.3689 | 0.0689 | 0.3 | 0.2343 | 0.114 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60597 | -24565 | -54034 | -178305 | -67900 | -169520 |
Profit Factor | 1.2735 | 1.1332 | 1.3609 | 1.1025 | 1.1202 | 1.0929 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 50.2392 | 49.5238 | 50.9615 | 50.2392 | 49.5238 | 50.9615 |
Ratio Avg Win / Avg Loss | 1.2614 | 1.155 | 1.3095 | 1.092 | 1.1417 | 1.0517 |
Largest Winning Trade | 22894 | 13147 | 22894 | 34724 | 31237 | 34724 |
Largest Losing Trade | -25732 | -9342 | -25732 | -76232 | -23686 | -76232 |
Avg Bars in Trades | 116 | 63 | 169 | 116 | 63 | 169 |
Avg Bars in Winners | 122 | 78 | 166 | 122 | 78 | 166 |
Avg Bars in Losers | 110 | 49 | 173 | 110 | 49 | 173 |
Bars Traded | 24374 | 6703 | 17671 | 24374 | 6703 | 17671 |
Profit Streak | 5.8152 | 5.8152 | 6.1902 | 5.8152 | 5.8152 | 6.1902 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356001 | -184306 | 290822 | -99002 | -133079 | -113339 |
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{ "first_band": { "type": "alma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 2 } } }
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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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