Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925106.4318 | 790121.9534 | 134984.4784 | 1956615.4063 | 1100124.3504 | 856491.0559 |
Total P&L (%) | 925.1064 | 790.122 | 134.9845 | 1956.6154 | 1100.1244 | 856.4911 |
Avg Daily Profit (%) | 0.3894 | 0.3326 | 0.0568 | 0.1274 | 0.1047 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95594 | -59034 | -119291 | -2804355 | -1146270 | -2433677 |
Profit Factor | 2.488 | 4.6006 | 1.3356 | 1.2156 | 1.3039 | 1.157 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 39.7059 | 41.1765 | 38.2353 | 39.7059 | 41.1765 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.7781 | 6.5723 | 2.1574 | 1.8458 | 1.8627 | 1.8689 |
Largest Winning Trade | 490694 | 490694 | 72959 | 1405262 | 1405262 | 1161326 |
Largest Losing Trade | -58096 | -27478 | -58096 | -1210269 | -618906 | -1210269 |
Avg Bars in Trades | 136 | 71 | 201 | 136 | 71 | 201 |
Avg Bars in Winners | 259 | 124 | 405 | 259 | 124 | 405 |
Avg Bars in Losers | 55 | 34 | 75 | 55 | 34 | 75 |
Bars Traded | 9275 | 2418 | 6857 | 9275 | 2418 | 6857 |
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 | -103382 | 476088 | -120221 | -139670 | -55066 | -116937 |
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{ "first_band": { "type": "alma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 2 } } }
# | 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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