Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1585770.2916 | 1593433.6853 | -7663.3937 | -35472.5447 | -175237.9292 | 139765.3845 |
Total P&L (%) | 1585.7703 | 1593.4337 | -7.6634 | -35.4725 | -175.2379 | 139.7654 |
Avg Daily Profit (%) | 0.6714 | 0.6746 | -0.0032 | -0.0185 | 0 | 0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187914 | -224204 | -50053 | -646351 | -756505 | -32954 |
Profit Factor | 4.6413 | 5.5533 | 0.9104 | 0.9644 | 0.8051 | 2.4488 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 42.623 | 33.3333 | 51.6129 | 42.623 | 33.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.2479 | 11.1066 | 0.8535 | 1.2982 | 1.6102 | 2.2957 |
Largest Winning Trade | 1856393 | 1856393 | 17375 | 468645 | 468645 | 70649 |
Largest Losing Trade | -36729 | -36729 | -30850 | -187972 | -187972 | -22748 |
Avg Bars in Trades | 103 | 202 | 7 | 103 | 202 | 7 |
Avg Bars in Winners | 127 | 322 | 5 | 127 | 322 | 5 |
Avg Bars in Losers | 85 | 142 | 8 | 85 | 142 | 8 |
Bars Traded | 6307 | 6081 | 226 | 6307 | 6081 | 226 |
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 | -149548 | 495575 | -580331 | -748257 | -584529 | -138319 |
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{ "first_band": { "type": "kcl", "factors": { "length": 104, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 104, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 6, "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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