Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469209.8529 | 1568168.1433 | -98958.2904 | -68572.4758 | -12867.4228 | -55705.053 |
Total P&L (%) | 1469.2099 | 1568.1681 | -98.9583 | -68.5725 | -12.8674 | -55.7051 |
Avg Daily Profit (%) | 0.7955 | 0.849 | -0.0536 | -0.0626 | -0.0075 | -0.0441 |
Buy And Hold Return (%) | 163.9225 | 163.9225 | 163.9225 | 163.9225 | 163.9225 | 163.9225 |
Max Trade Drawdown | -183520 | -105061 | -120687 | -166809 | -134261 | -91639 |
Profit Factor | 2.8875 | 6.0131 | 0.7875 | 0.8864 | 0.9509 | 0.8368 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 36.9231 | 31.25 | 42.4242 | 36.9231 | 31.25 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.9328 | 13.2287 | 1.0687 | 1.5142 | 2.0921 | 1.1356 |
Largest Winning Trade | 1475126 | 1475126 | 74166 | 96287 | 96287 | 69791 |
Largest Losing Trade | -86143 | -36055 | -86143 | -79018 | -66152 | -79018 |
Avg Bars in Trades | 55 | 67 | 44 | 55 | 67 | 44 |
Avg Bars in Winners | 101 | 140 | 73 | 101 | 140 | 73 |
Avg Bars in Losers | 28 | 34 | 22 | 28 | 34 | 22 |
Bars Traded | 3611 | 2157 | 1454 | 3611 | 2157 | 1454 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122723 | 518859 | -582082 | -719363 | -585324 | -582082 |
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{ "first_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 44, "offset": 0, "scalar": 1 } } }
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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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