Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791519.8603 | 1047901.3439 | -256381.4836 | -99504.1067 | -7542.6638 | -91961.4429 |
Total P&L (%) | 791.5199 | 1047.9013 | -256.3815 | -99.5041 | -7.5427 | -91.9614 |
Avg Daily Profit (%) | 0.4392 | 0.5815 | -0.1423 | -0.294 | -0.0044 | -0.1398 |
Buy And Hold Return (%) | 168.3887 | 168.3887 | 168.3887 | 168.3887 | 168.3887 | 168.3887 |
Max Trade Drawdown | -304214 | -139847 | -318038 | -94797 | -1197 | -33528 |
Profit Factor | 1.78 | 3.9205 | 0.6092 | 0.2143 | 0.6217 | 0.1382 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 43 | 19 | 24 | 43 | 18 | 25 |
Losing Trades | 50 | 28 | 22 | 50 | 29 | 21 |
Profitability (%) | 46.2366 | 40.4255 | 52.1739 | 46.2366 | 38.2979 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.0697 | 5.7775 | 0.5584 | 0.2492 | 1.0016 | 0.1161 |
Largest Winning Trade | 1106050 | 1106050 | 62431 | 12885 | 7426 | 12885 |
Largest Losing Trade | -159823 | -32714 | -159823 | -68625 | -17822 | -68625 |
Avg Bars in Trades | 112 | 90 | 134 | 112 | 90 | 134 |
Avg Bars in Winners | 153 | 129 | 173 | 153 | 131 | 169 |
Avg Bars in Losers | 76 | 63 | 92 | 76 | 64 | 93 |
Bars Traded | 10445 | 4244 | 6201 | 10445 | 4244 | 6201 |
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 | 383151 | 509101 | -580422 | -581993 | -583581 | -580140 |
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{ "first_band": { "type": "alma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 1 } } }
# | 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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