Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146322.3538 | 298316.9619 | -151994.6081 | -95637.1581 | 333216.8961 | -428854.0542 |
Total P&L (%) | 146.3224 | 298.317 | -151.9946 | -95.6372 | 333.2169 | -428.8541 |
Avg Daily Profit (%) | 0.0904 | 0.1844 | -0.0939 | -0.1934 | 0.0907 | 0 |
Buy And Hold Return (%) | 22.6071 | 22.6071 | 22.6071 | 22.6071 | 22.6071 | 22.6071 |
Max Trade Drawdown | -204666 | -151971 | -207511 | -345532 | -52607 | -471553 |
Profit Factor | 1.1869 | 2.0972 | 0.7025 | 0.8696 | 3.6598 | 0.2949 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 42.6829 | 48.7805 | 36.5854 | 42.6829 | 48.7805 | 36.5854 |
Ratio Avg Win / Avg Loss | 1.5939 | 2.2021 | 1.2177 | 1.1678 | 3.8428 | 0.5111 |
Largest Winning Trade | 96551 | 96551 | 63454 | 164807 | 164807 | 73587 |
Largest Losing Trade | -84044 | -54627 | -84044 | -152627 | -52607 | -152627 |
Avg Bars in Trades | 231 | 196 | 266 | 231 | 196 | 266 |
Avg Bars in Winners | 360 | 286 | 459 | 360 | 286 | 459 |
Avg Bars in Losers | 135 | 111 | 155 | 135 | 111 | 155 |
Bars Traded | 18983 | 8059 | 10924 | 18983 | 8059 | 10924 |
Profit Streak | 0 | 0 | 659.3537 | 0 | 0 | 659.3537 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98014 | 397328 | -583334 | -590734 | -65564 | -585001 |
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{ "first_band": { "type": "alma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 178, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 178, "offset": 0, "scalar": 1 } } }
# | 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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