Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173552.0857 | 212719.5376 | -39167.4518 | -962513.0604 | -392427.2005 | -570085.8599 |
Total P&L (%) | 173.5521 | 212.7195 | -39.1675 | -962.5131 | -392.4272 | -570.0859 |
Avg Daily Profit (%) | 0.1386 | 0.1698 | -0.0313 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234083 | -51359 | -75367 | -927019 | -449275 | -484273 |
Profit Factor | 1.3258 | 2.2889 | 0.8935 | 0.4841 | 0.5654 | 0.4078 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 41 | 19 | 22 | 15 | 9 | 6 |
Losing Trades | 17 | 10 | 7 | 43 | 20 | 23 |
Profitability (%) | 70.6897 | 65.5172 | 75.8621 | 25.8621 | 31.0345 | 20.6897 |
Ratio Avg Win / Avg Loss | 0.5497 | 1.2047 | 0.2843 | 1.3876 | 1.2563 | 1.5632 |
Largest Winning Trade | 70126 | 70126 | 31463 | 326953 | 326953 | 218610 |
Largest Losing Trade | -210611 | -43496 | -210611 | -230773 | -230773 | -170374 |
Avg Bars in Trades | 83 | 91 | 75 | 83 | 91 | 75 |
Avg Bars in Winners | 61 | 66 | 56 | 134 | 138 | 127 |
Avg Bars in Losers | 137 | 138 | 135 | 65 | 70 | 61 |
Bars Traded | 4840 | 2651 | 2189 | 4840 | 2651 | 2189 |
Profit Streak | 67.3972 | 93.8972 | 67.3972 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184861 | 486913 | -576510 | -784904 | -586541 | -626867 |
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{ "first_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 102, "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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