Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2814873.2695 | -243072.2164 | -2571801.0531 | -98066.256 | 5152268.1211 | -5250334.3771 |
Total P&L (%) | -2814.8733 | -243.0722 | -2571.8011 | -98.0663 | 5152.2681 | -5250.3344 |
Avg Daily Profit (%) | -1.2197 | -0.1053 | -1.1144 | -0.1708 | 0.1718 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2877355 | -251436 | -2680400 | -8829536 | -2882413 | -8170946 |
Profit Factor | 0.2791 | 0.6911 | 0.1751 | 0.994 | 1.9064 | 0.5097 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 212 | 93 | 119 | 194 | 98 | 96 |
Losing Trades | 168 | 97 | 71 | 186 | 92 | 94 |
Profitability (%) | 55.7895 | 48.9474 | 62.6316 | 51.0526 | 51.5789 | 50.5263 |
Ratio Avg Win / Avg Loss | 0.2212 | 0.7209 | 0.1045 | 0.953 | 1.7897 | 0.4991 |
Largest Winning Trade | 37379 | 37379 | 31017 | 3789493 | 3789493 | 1306022 |
Largest Losing Trade | -2138017 | -62676 | -2138017 | -3478406 | -1087666 | -3478406 |
Avg Bars in Trades | 23 | 17 | 29 | 23 | 17 | 29 |
Avg Bars in Winners | 17 | 16 | 18 | 26 | 20 | 31 |
Avg Bars in Losers | 31 | 19 | 49 | 21 | 14 | 27 |
Bars Traded | 9055 | 3374 | 5681 | 9055 | 3374 | 5681 |
Profit Streak | 0 | 2.5446 | 0 | 0 | 2.5446 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577763 | -582044 | -578423 | -578377 | 387495 | -579992 |
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{ "first_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 173, "offset": 0 } } }
# | 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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