Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1048129.451 | 78163.2567 | -1126292.7077 | -2119316.3147 | -9176919.6112 | 7057603.2966 |
Total P&L (%) | -1048.1295 | 78.1633 | -1126.2927 | -2119.3163 | -9176.9196 | 7057.6033 |
Avg Daily Profit (%) | -0.5732 | 0.0427 | -0.616 | 0 | 0 | 0.2338 |
Buy And Hold Return (%) | 655.2702 | 655.2702 | 655.2702 | 655.2702 | 655.2702 | 655.2702 |
Max Trade Drawdown | -1145499 | -129702 | -1175703 | -25702322 | -15596431 | -12447801 |
Profit Factor | 0.4129 | 1.29 | 0.257 | 0.9591 | 0.6199 | 1.2547 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 56 | 26 | 30 | 47 | 22 | 25 |
Losing Trades | 29 | 17 | 12 | 38 | 21 | 17 |
Profitability (%) | 65.8824 | 60.4651 | 71.4286 | 55.2941 | 51.1628 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.2138 | 0.8434 | 0.1028 | 0.7755 | 0.5917 | 0.8532 |
Largest Winning Trade | 59283 | 59283 | 56136 | 20349660 | 3570215 | 20349660 |
Largest Losing Trade | -662551 | -75634 | -662551 | -14793669 | -14793669 | -10445101 |
Avg Bars in Trades | 41 | 31 | 50 | 41 | 31 | 50 |
Avg Bars in Winners | 25 | 19 | 31 | 38 | 28 | 47 |
Avg Bars in Losers | 70 | 51 | 97 | 44 | 35 | 54 |
Bars Traded | 3489 | 1371 | 2118 | 3489 | 1371 | 2118 |
Profit Streak | 49.8723 | 82.8723 | 0 | 0 | 0 | 169.8723 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577649 | -301266 | -577956 | -579864 | -580576 | 313667 |
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{ "first_band": { "type": "kcu", "factors": { "length": 29, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 43, "offset": 0 } } }
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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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