Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5090986.2329 | 5027145.6392 | 63840.5937 | 1948765.8438 | 1309806.2781 | 638959.5656 |
Total P&L (%) | 5090.9862 | 5027.1456 | 63.8406 | 1948.7658 | 1309.8063 | 638.9596 |
Avg Daily Profit (%) | 2.2995 | 2.2706 | 0.0288 | 0.1365 | 0.1196 | 0.0904 |
Buy And Hold Return (%) | 654.3112 | 654.3112 | 654.3112 | 654.3112 | 654.3112 | 654.3112 |
Max Trade Drawdown | -97565 | -88063 | -43692 | -3350885 | -2644633 | -1414864 |
Profit Factor | 9.3532 | 16.0332 | 1.2321 | 1.15 | 1.1737 | 1.1172 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 49.0741 | 44.4444 | 53.7037 | 49.0741 | 44.4444 | 53.7037 |
Ratio Avg Win / Avg Loss | 9.7062 | 20.0415 | 1.0622 | 1.1934 | 1.4671 | 0.9631 |
Largest Winning Trade | 5010940 | 5010940 | 41195 | 3645729 | 3645729 | 907881 |
Largest Losing Trade | -49930 | -49930 | -37613 | -1853711 | -1853711 | -917231 |
Avg Bars in Trades | 59 | 74 | 44 | 59 | 74 | 44 |
Avg Bars in Winners | 72 | 94 | 54 | 72 | 94 | 54 |
Avg Bars in Losers | 47 | 59 | 33 | 47 | 59 | 33 |
Bars Traded | 6455 | 4044 | 2411 | 6455 | 4044 | 2411 |
Profit Streak | 0 | 100.6356 | 0 | 0 | 100.6356 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 825225 | -158286 | -500043 | -69173 | -250587 | -510519 |
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{ "first_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 28, "offset": 0 } } }
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# | 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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