Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79125.334 | 12939.02 | 66186.314 | 97315.5398 | 22243.3794 | 75072.1604 |
Total P&L (%) | 79.1253 | 12.939 | 66.1863 | 97.3155 | 22.2434 | 75.0722 |
Avg Daily Profit (%) | 0.3038 | 0.0497 | 0.2542 | 0.2613 | 0.0772 | 0.2153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25251 | -7081 | -23685 | -43926 | -10472 | -38756 |
Profit Factor | 1.8626 | 1.5156 | 1.9932 | 1.6509 | 1.5628 | 1.6826 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 52.9412 | 50 | 55.8824 | 52.9412 | 50 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.6556 | 1.5156 | 1.5736 | 1.4675 | 1.5628 | 1.3284 |
Largest Winning Trade | 21961 | 10909 | 21961 | 30931 | 18070 | 30931 |
Largest Losing Trade | -12012 | -4299 | -12012 | -18908 | -6041 | -18908 |
Avg Bars in Trades | 357 | 44 | 671 | 357 | 44 | 671 |
Avg Bars in Winners | 500 | 55 | 899 | 500 | 55 | 899 |
Avg Bars in Losers | 197 | 33 | 382 | 197 | 33 | 382 |
Bars Traded | 24333 | 1514 | 22819 | 24333 | 1514 | 22819 |
Profit Streak | 12.4935 | 12.4935 | 12.7019 | 12.4935 | 12.4935 | 12.7019 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101387 | -198907 | 416860 | -103270 | -93325 | 352473 |
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{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 111, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 111, "offset": 0, "scalar": 5 } } }
# | 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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