Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1207232.6531 | 1140019.2298 | 67213.4233 | 16725201.5837 | 14747733.4163 | 1977468.1673 |
Total P&L (%) | 1207.2327 | 1140.0192 | 67.2134 | 16725.2016 | 14747.7334 | 1977.4682 |
Avg Daily Profit (%) | 0.4828 | 0.4559 | 0.0269 | 0.2052 | 0.2002 | 0.1214 |
Buy And Hold Return (%) | 3120.0886 | 3120.0886 | 3120.0886 | 3120.0886 | 3120.0886 | 3120.0886 |
Max Trade Drawdown | -71716 | -44022 | -32496 | -2253647 | -1880277 | -1008496 |
Profit Factor | 5.4166 | 8.9441 | 1.5177 | 2.8705 | 4.0484 | 1.4819 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 50.8475 | 55.1724 | 46.6667 | 50.8475 | 55.1724 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.236 | 7.267 | 1.7345 | 2.7748 | 3.2893 | 1.6936 |
Largest Winning Trade | 696855 | 696855 | 55959 | 9666555 | 9666555 | 2080358 |
Largest Losing Trade | -24340 | -24340 | -20967 | -1880277 | -1880277 | -1008496 |
Avg Bars in Trades | 247 | 368 | 130 | 247 | 368 | 130 |
Avg Bars in Winners | 398 | 566 | 206 | 398 | 566 | 206 |
Avg Bars in Losers | 92 | 126 | 64 | 92 | 126 | 64 |
Bars Traded | 14625 | 10697 | 3928 | 14625 | 10697 | 3928 |
Profit Streak | 0 | 245.1729 | 0 | 0 | 245.1729 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -326612 | -145819 | -321565 | -166920 | 531555 | -195350 |
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{ "first_band": { "type": "alma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 76, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 76, "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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