Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545480.5407 | 405732.045 | 139748.4958 | 916997.5597 | 53235.0589 | 863762.5008 |
Total P&L (%) | 545.4805 | 405.732 | 139.7485 | 916.9976 | 53.2351 | 863.7625 |
Avg Daily Profit (%) | 0.3371 | 0.2508 | 0.0864 | 0.1435 | 0.0264 | 0.1401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145782 | -92141 | -146150 | -1026788 | -1103020 | -483936 |
Profit Factor | 1.6482 | 1.8908 | 1.3619 | 1.1333 | 1.0133 | 1.3009 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Profitability (%) | 44.9219 | 45.3125 | 44.5313 | 44.9219 | 45.3125 | 44.5313 |
Ratio Avg Win / Avg Loss | 2.0208 | 2.282 | 1.6964 | 1.3896 | 1.2229 | 1.6205 |
Largest Winning Trade | 142944 | 142944 | 53496 | 760666 | 760666 | 436552 |
Largest Losing Trade | -32072 | -32072 | -25784 | -405279 | -405279 | -342353 |
Avg Bars in Trades | 73 | 64 | 82 | 73 | 64 | 82 |
Avg Bars in Winners | 116 | 92 | 140 | 116 | 92 | 140 |
Avg Bars in Losers | 38 | 40 | 36 | 38 | 40 | 36 |
Bars Traded | 18802 | 8239 | 10563 | 18802 | 8239 | 10563 |
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 | 421039 | 345850 | -78412 | -75609 | -366699 | -6694 |
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{ "first_band": { "type": "kcb", "factors": { "length": 216, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 15, "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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