Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390406.0636 | 332564.2845 | 57841.7791 | -132515.5044 | 72031.5512 | -204547.0556 |
Total P&L (%) | 390.4061 | 332.5643 | 57.8418 | -132.5155 | 72.0316 | -204.5471 |
Avg Daily Profit (%) | 0.2064 | 0.1758 | 0.0306 | 0 | 0.0287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166780 | -78278 | -135047 | -270864 | -72744 | -187122 |
Profit Factor | 2.0615 | 3.3112 | 1.2584 | 0.5791 | 1.7701 | 0.0757 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 25 | 25 | 20 | 11 | 9 |
Losing Trades | 24 | 12 | 12 | 54 | 26 | 28 |
Profitability (%) | 67.5676 | 67.5676 | 67.5676 | 27.027 | 29.7297 | 24.3243 |
Ratio Avg Win / Avg Loss | 0.9895 | 1.5894 | 0.604 | 1.5635 | 4.184 | 0.2355 |
Largest Winning Trade | 114137 | 114137 | 37229 | 114137 | 114137 | 4556 |
Largest Losing Trade | -101670 | -72934 | -101670 | -102502 | -40554 | -102502 |
Avg Bars in Trades | 40 | 69 | 10 | 40 | 69 | 10 |
Avg Bars in Winners | 28 | 44 | 12 | 82 | 146 | 4 |
Avg Bars in Losers | 64 | 122 | 7 | 24 | 37 | 13 |
Bars Traded | 2990 | 2586 | 404 | 2990 | 2586 | 404 |
Profit Streak | 0 | 308.8645 | 0 | 272.3645 | 0 | 288.8645 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57405 | 625470 | -152120 | -667069 | -160166 | -612421 |
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 249, "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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