Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221830.126 | 192476.3247 | 29353.8013 | 504034.3697 | 338716.1569 | 165318.2128 |
Total P&L (%) | 221.8301 | 192.4763 | 29.3538 | 504.0344 | 338.7162 | 165.3182 |
Avg Daily Profit (%) | 0.4259 | 0.3696 | 0.0564 | 0.3459 | 0.2843 | 0.1875 |
Buy And Hold Return (%) | 209.5117 | 209.5117 | 209.5117 | 209.5117 | 209.5117 | 209.5117 |
Max Trade Drawdown | -53044 | -27737 | -59149 | -64956 | -86207 | -62659 |
Profit Factor | 1.8476 | 2.2654 | 1.2678 | 1.9456 | 1.9884 | 1.8684 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 61.6667 | 63.3333 | 60 | 61.6667 | 63.3333 | 60 |
Ratio Avg Win / Avg Loss | 1.1485 | 1.3115 | 0.8452 | 1.2094 | 1.1512 | 1.2456 |
Largest Winning Trade | 31742 | 31742 | 12878 | 50059 | 50059 | 32480 |
Largest Losing Trade | -20517 | -20517 | -18167 | -63350 | -63350 | -27695 |
Avg Bars in Trades | 204 | 323 | 85 | 204 | 323 | 85 |
Avg Bars in Winners | 136 | 203 | 65 | 136 | 203 | 65 |
Avg Bars in Losers | 314 | 530 | 117 | 314 | 530 | 117 |
Bars Traded | 24568 | 19412 | 5156 | 24568 | 19412 | 5156 |
Profit Streak | 13.4189 | 13.4189 | 45.4189 | 13.4189 | 13.4189 | 45.4189 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132775 | -320923 | -452177 | 376116 | -165853 | -322788 |
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{ "first_band": { "type": "kcl", "factors": { "length": 59, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 59, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 182, "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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