Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001347.0348 | 914180.6747 | 87166.3601 | 2712565.2951 | 1358980.7689 | 1353584.5262 |
Total P&L (%) | 1001.347 | 914.1807 | 87.1664 | 2712.5653 | 1358.9808 | 1353.5845 |
Avg Daily Profit (%) | 0.4808 | 0.439 | 0.0419 | 0.1603 | 0.1288 | 0.1286 |
Buy And Hold Return (%) | 198.6913 | 198.6913 | 198.6913 | 198.6913 | 198.6913 | 198.6913 |
Max Trade Drawdown | -70926 | -78049 | -42263 | -2974902 | -3591468 | -1947872 |
Profit Factor | 2.769 | 3.4948 | 1.4367 | 1.1456 | 1.1072 | 1.2277 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 43.4783 | 39.1304 | 47.8261 | 43.4783 | 39.1304 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.5997 | 5.4363 | 1.5673 | 1.4893 | 1.7222 | 1.3393 |
Largest Winning Trade | 470927 | 470927 | 53325 | 2495363 | 2495363 | 1701268 |
Largest Losing Trade | -35867 | -35867 | -25972 | -1754667 | -1754667 | -1062905 |
Avg Bars in Trades | 265 | 356 | 175 | 265 | 356 | 175 |
Avg Bars in Winners | 409 | 590 | 260 | 409 | 590 | 260 |
Avg Bars in Losers | 155 | 206 | 96 | 155 | 206 | 96 |
Bars Traded | 24456 | 16394 | 8062 | 24456 | 16394 | 8062 |
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 | 436480 | 393247 | -301519 | -54921 | -126480 | -22168 |
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{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 145, "offset": 0, "scalar": 3 } } }
# | 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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