Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838168.9276 | 888460.8436 | -50291.916 | 126440.863 | 455363.9629 | -328923.0999 |
Total P&L (%) | 838.1689 | 888.4608 | -50.2919 | 126.4409 | 455.364 | -328.9231 |
Avg Daily Profit (%) | 0.3877 | 0.411 | -0.0233 | 0.0378 | 0.0793 | 0 |
Buy And Hold Return (%) | 190.2604 | 190.2604 | 190.2604 | 190.2604 | 190.2604 | 190.2604 |
Max Trade Drawdown | -158641 | -129509 | -85047 | -2129792 | -1822588 | -664082 |
Profit Factor | 2.2029 | 2.7414 | 0.7304 | 1.0233 | 1.1111 | 0.7537 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 52.8736 | 53.4884 | 52.2727 | 52.8736 | 53.4884 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.9635 | 2.3838 | 0.6669 | 0.912 | 0.9662 | 0.6882 |
Largest Winning Trade | 488299 | 488299 | 20165 | 879497 | 879497 | 385039 |
Largest Losing Trade | -49878 | -49878 | -34183 | -688574 | -688574 | -405101 |
Avg Bars in Trades | 95 | 185 | 7 | 95 | 185 | 7 |
Avg Bars in Winners | 114 | 222 | 6 | 114 | 222 | 6 |
Avg Bars in Losers | 74 | 143 | 8 | 74 | 143 | 8 |
Bars Traded | 8324 | 7986 | 338 | 8324 | 7986 | 338 |
Profit Streak | 0 | 106.3322 | 0 | 0 | 106.3322 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452774 | 536623 | -580147 | -504155 | -189785 | -580147 |
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{ "first_band": { "type": "kcl", "factors": { "length": 55, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 28, "offset": 0 } } }
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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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