Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84898.2445 | 62079.5309 | 22818.7136 | 123030.8632 | 98540.033 | 24490.8303 |
Total P&L (%) | 84.8982 | 62.0795 | 22.8187 | 123.0309 | 98.54 | 24.4908 |
Avg Daily Profit (%) | 0.326 | 0.2384 | 0.0876 | 0.3085 | 0.2637 | 0.0842 |
Buy And Hold Return (%) | 39.1286 | 39.1286 | 39.1286 | 39.1286 | 39.1286 | 39.1286 |
Max Trade Drawdown | -12351 | -10170 | -10785 | -17146 | -15597 | -24062 |
Profit Factor | 1.9559 | 2.2529 | 1.5812 | 1.8077 | 2.2537 | 1.3322 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 68.254 | 69.8413 | 66.6667 | 68.254 | 69.8413 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9097 | 0.9729 | 0.7906 | 0.8408 | 0.9732 | 0.6661 |
Largest Winning Trade | 8980 | 8980 | 5484 | 18095 | 18095 | 9585 |
Largest Losing Trade | -8248 | -8248 | -4529 | -10983 | -10983 | -9752 |
Avg Bars in Trades | 193 | 281 | 104 | 193 | 281 | 104 |
Avg Bars in Winners | 152 | 231 | 69 | 152 | 231 | 69 |
Avg Bars in Losers | 280 | 397 | 175 | 280 | 397 | 175 |
Bars Traded | 24334 | 17736 | 6598 | 24334 | 17736 | 6598 |
Profit Streak | 13.5567 | 19.0567 | 13.5567 | 13.5567 | 19.0567 | 13.5567 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 225389 | -144217 | -386653 | 309591 | -137893 | -393078 |
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{ "first_band": { "type": "kcl", "factors": { "length": 139, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 202, "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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