Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864004.6027 | 1795510.9158 | 68493.6869 | 1341816.5344 | 3226894.6889 | -1885078.1545 |
Total P&L (%) | 1864.0046 | 1795.5109 | 68.4937 | 1341.8165 | 3226.8947 | -1885.0782 |
Avg Daily Profit (%) | 0.8061 | 0.7765 | 0.0296 | 0.1155 | 0.1517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118403 | -86034 | -108216 | -4773919 | -1778950 | -3573901 |
Profit Factor | 4.1337 | 6.9242 | 1.2348 | 1.0993 | 1.5299 | 0.7462 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 40.6593 | 39.1304 | 42.2222 | 40.6593 | 39.1304 | 42.2222 |
Ratio Avg Win / Avg Loss | 6.033 | 10.771 | 1.6897 | 1.6043 | 2.3798 | 1.0211 |
Largest Winning Trade | 1664840 | 1664840 | 85678 | 2718625 | 2718625 | 1654999 |
Largest Losing Trade | -36790 | -31426 | -36790 | -933743 | -760255 | -933743 |
Avg Bars in Trades | 69 | 43 | 96 | 69 | 43 | 96 |
Avg Bars in Winners | 137 | 86 | 186 | 137 | 86 | 186 |
Avg Bars in Losers | 22 | 15 | 30 | 22 | 15 | 30 |
Bars Traded | 6325 | 1985 | 4340 | 6325 | 1985 | 4340 |
Profit Streak | 65.4625 | 65.4625 | 129.4625 | 65.4625 | 65.4625 | 129.4625 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 661682 | 659214 | -154223 | -150605 | 253534 | -580718 |
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{ "first_band": { "type": "kcu", "factors": { "length": 159, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 159, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 9, "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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