Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65294.9628 | 49741.2767 | 15553.6861 | 74971.4087 | 51633.4785 | 23337.9302 |
Total P&L (%) | 65.295 | 49.7413 | 15.5537 | 74.9714 | 51.6335 | 23.3379 |
Avg Daily Profit (%) | 0.7522 | 0.573 | 0.1792 | 0.6465 | 0.4807 | 0.2419 |
Buy And Hold Return (%) | 23.3803 | 23.3803 | 23.3803 | 23.3803 | 23.3803 | 23.3803 |
Max Trade Drawdown | -18783 | -18743 | -3502 | -32266 | -29848 | -4353 |
Profit Factor | 1.7071 | 1.6147 | 2.3608 | 1.4876 | 1.3792 | 2.326 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 65.1685 | 63.6364 | 66.6667 | 65.1685 | 63.6364 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9124 | 0.9227 | 1.1804 | 0.7951 | 0.7881 | 1.163 |
Largest Winning Trade | 15911 | 15911 | 4286 | 20177 | 20177 | 5628 |
Largest Losing Trade | -12318 | -12318 | -2790 | -24467 | -24467 | -3536 |
Avg Bars in Trades | 268 | 502 | 39 | 268 | 502 | 39 |
Avg Bars in Winners | 244 | 469 | 34 | 244 | 469 | 34 |
Avg Bars in Losers | 311 | 559 | 47 | 311 | 559 | 47 |
Bars Traded | 23860 | 22097 | 1763 | 23860 | 22097 | 1763 |
Profit Streak | 3.1395 | 0 | 5.709 | 3.1395 | 0 | 5.709 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324741 | 177424 | -153411 | 273315 | 118855 | -153219 |
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{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 150, "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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