Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947355.0287 | 919638.0498 | 27716.9789 | 1724526.9975 | 1133408.4671 | 591118.5305 |
Total P&L (%) | 947.355 | 919.6381 | 27.717 | 1724.527 | 1133.4085 | 591.1185 |
Avg Daily Profit (%) | 0.4549 | 0.4416 | 0.0133 | 0.1395 | 0.1207 | 0.0929 |
Buy And Hold Return (%) | 89.1089 | 89.1089 | 89.1089 | 89.1089 | 89.1089 | 89.1089 |
Max Trade Drawdown | -169867 | -56672 | -318512 | -505699 | -299548 | -432350 |
Profit Factor | 1.7736 | 3.0248 | 1.036 | 1.5079 | 1.8093 | 1.2963 |
Total Trades | 441 | 221 | 220 | 441 | 221 | 220 |
Winning Trades | 153 | 93 | 60 | 153 | 93 | 60 |
Losing Trades | 288 | 128 | 160 | 288 | 128 | 160 |
Profitability (%) | 34.6939 | 42.0814 | 27.2727 | 34.6939 | 42.0814 | 27.2727 |
Ratio Avg Win / Avg Loss | 3.3385 | 4.1632 | 2.7626 | 2.8384 | 2.4903 | 3.4569 |
Largest Winning Trade | 460497 | 460497 | 84640 | 702850 | 702850 | 475177 |
Largest Losing Trade | -22943 | -16537 | -22943 | -172884 | -172884 | -160425 |
Avg Bars in Trades | 55 | 26 | 85 | 55 | 26 | 85 |
Avg Bars in Winners | 120 | 47 | 234 | 120 | 47 | 234 |
Avg Bars in Losers | 21 | 10 | 29 | 21 | 10 | 29 |
Bars Traded | 24604 | 5754 | 18850 | 24604 | 5754 | 18850 |
Profit Streak | 0 | 0 | 34.4774 | 0 | 0 | 34.4774 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357559 | 492482 | -539344 | -7516 | -30204 | -86293 |
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{ "first_band": { "type": "kcu", "factors": { "length": 229, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 4, "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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