Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86747.7497 | 54115.0381 | 32632.7116 | 91737.9085 | 59547.5284 | 32190.3801 |
Total P&L (%) | 86.7478 | 54.115 | 32.6327 | 91.7379 | 59.5475 | 32.1904 |
Avg Daily Profit (%) | 0.3331 | 0.2078 | 0.1253 | 0.2503 | 0.1796 | 0.1072 |
Buy And Hold Return (%) | 10.4515 | 10.4515 | 10.4515 | 10.4515 | 10.4515 | 10.4515 |
Max Trade Drawdown | -55580 | -62456 | -5997 | -66361 | -72628 | -8711 |
Profit Factor | 1.4648 | 1.334 | 2.3249 | 1.3797 | 1.2854 | 1.975 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 48.7179 | 44.8276 | 52.5424 | 48.7179 | 44.8276 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.5419 | 1.6419 | 2.0999 | 1.4523 | 1.5821 | 1.7839 |
Largest Winning Trade | 37151 | 37151 | 12647 | 37045 | 37045 | 11298 |
Largest Losing Trade | -13671 | -13671 | -2240 | -15976 | -15976 | -3351 |
Avg Bars in Trades | 199 | 381 | 19 | 199 | 381 | 19 |
Avg Bars in Winners | 271 | 567 | 22 | 271 | 567 | 22 |
Avg Bars in Losers | 130 | 230 | 17 | 130 | 230 | 17 |
Bars Traded | 23303 | 22129 | 1174 | 23303 | 22129 | 1174 |
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 | 337582 | -175586 | -201494 | 253367 | -175778 | -226325 |
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{ "first_band": { "type": "alma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 4 } } }
# | 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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