Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256456.125 | 373781.2571 | -117325.1321 | -76358.4836 | 507926.7426 | -584285.2262 |
Total P&L (%) | 256.4561 | 373.7813 | -117.3251 | -76.3585 | 507.9267 | -584.2852 |
Avg Daily Profit (%) | 0.1112 | 0.162 | -0.0509 | -0.0625 | 0.0783 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257053 | -143787 | -272244 | -752991 | -374419 | -680976 |
Profit Factor | 1.1786 | 1.5642 | 0.8484 | 0.9777 | 1.2876 | 0.6485 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 166 | 87 | 79 | 166 | 87 | 79 |
Losing Trades | 220 | 106 | 114 | 220 | 106 | 114 |
Profitability (%) | 43.0052 | 45.0777 | 40.9326 | 43.0052 | 45.0777 | 40.9326 |
Ratio Avg Win / Avg Loss | 1.5619 | 1.9059 | 1.2242 | 1.2958 | 1.5688 | 0.9359 |
Largest Winning Trade | 141530 | 141530 | 84121 | 166331 | 166331 | 136437 |
Largest Losing Trade | -57465 | -37363 | -57465 | -199542 | -199542 | -114416 |
Avg Bars in Trades | 34 | 18 | 50 | 34 | 18 | 50 |
Avg Bars in Winners | 58 | 21 | 98 | 58 | 21 | 98 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 13374 | 3550 | 9825 | 13374 | 3550 | 9825 |
Profit Streak | 42.9162 | 43.5828 | 0 | 42.9162 | 43.5828 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67748 | 341203 | -582182 | -579261 | -87551 | -583849 |
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{ "first_band": { "type": "alma", "factors": { "length": 8, "offset": 231 } }, "second_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 5 } } }
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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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