Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1915504.905 | -90869.6042 | -1824635.3008 | -1239911.1112 | 2365064.8858 | -3604975.9971 |
Total P&L (%) | -1915.5049 | -90.8696 | -1824.6353 | -1239.9111 | 2365.0649 | -3604.976 |
Avg Daily Profit (%) | -1.0634 | -0.0504 | -1.0129 | 0 | 0.1781 | 0 |
Buy And Hold Return (%) | 238.0671 | 238.0671 | 238.0671 | 238.0671 | 238.0671 | 238.0671 |
Max Trade Drawdown | -2068011 | -141237 | -73154 | -3033528 | -753951 | -2583281 |
Profit Factor | 0.1942 | 0.5824 | 0.155 | 0.8391 | 2.5733 | 0.4187 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 14 | 20 | 37 | 23 | 14 |
Losing Trades | 37 | 22 | 15 | 34 | 13 | 21 |
Profitability (%) | 47.8873 | 38.8889 | 57.1429 | 52.1127 | 63.8889 | 40 |
Ratio Avg Win / Avg Loss | 0.2113 | 0.9152 | 0.1163 | 0.771 | 1.4544 | 0.6281 |
Largest Winning Trade | 35771 | 29725 | 35771 | 1621576 | 1218703 | 1621576 |
Largest Losing Trade | -2003191 | -41563 | -2003191 | -2030950 | -456992 | -2030950 |
Avg Bars in Trades | 63 | 25 | 101 | 63 | 25 | 101 |
Avg Bars in Winners | 65 | 22 | 95 | 44 | 27 | 73 |
Avg Bars in Losers | 61 | 28 | 109 | 83 | 23 | 120 |
Bars Traded | 4481 | 935 | 3546 | 4481 | 935 | 3546 |
Profit Streak | 0 | 0 | 151.5186 | 104.5186 | 415.1852 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -672877 | -584823 | -579287 | -670942 | 544884 | -584676 |
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{ "first_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 145, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "kcl", "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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