Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321445.6261 | 1243474.3807 | 77971.2455 | 4405242.0459 | 4552838.076 | -147596.0301 |
Total P&L (%) | 1321.4456 | 1243.4744 | 77.9712 | 4405.242 | 4552.8381 | -147.596 |
Avg Daily Profit (%) | 0.6029 | 0.5674 | 0.0356 | 0.1739 | 0.1754 | 0 |
Buy And Hold Return (%) | 490.1517 | 490.1517 | 490.1517 | 490.1517 | 490.1517 | 490.1517 |
Max Trade Drawdown | -93163 | -98603 | -78114 | -1451976 | -1279154 | -904990 |
Profit Factor | 3.0122 | 4.2366 | 1.2861 | 1.4905 | 1.8488 | 0.9592 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Profitability (%) | 40.5882 | 32.9412 | 48.2353 | 40.5882 | 32.9412 | 48.2353 |
Ratio Avg Win / Avg Loss | 4.4091 | 8.6246 | 1.3802 | 2.1817 | 3.7636 | 1.0294 |
Largest Winning Trade | 645078 | 645078 | 66485 | 3319402 | 3319402 | 503246 |
Largest Losing Trade | -33837 | -33837 | -29490 | -766048 | -766048 | -534820 |
Avg Bars in Trades | 75 | 81 | 69 | 75 | 81 | 69 |
Avg Bars in Winners | 131 | 165 | 108 | 131 | 165 | 108 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 12874 | 6945 | 5929 | 12874 | 6945 | 5929 |
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 | 399032 | 285454 | -312163 | 266546 | 157495 | -580124 |
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{ "first_band": { "type": "kcl", "factors": { "length": 217, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 21, "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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