Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1163355.8028 | 1085258.6627 | 78097.1401 | 1035549.5471 | -553718.4337 | 1589267.9808 |
Total P&L (%) | 1163.3558 | 1085.2587 | 78.0971 | 1035.5495 | -553.7184 | 1589.268 |
Avg Daily Profit (%) | 0.6296 | 0.5874 | 0.0423 | 0.1316 | 0 | 0.1531 |
Buy And Hold Return (%) | 67.2115 | 67.2115 | 67.2115 | 67.2115 | 67.2115 | 67.2115 |
Max Trade Drawdown | -124127 | -145820 | -53562 | -4898957 | -5840933 | -1956203 |
Profit Factor | 3.2043 | 4.5157 | 1.3565 | 1.0769 | 0.9358 | 1.3288 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 39.0805 | 36.3636 | 41.8605 | 39.0805 | 36.3636 | 41.8605 |
Ratio Avg Win / Avg Loss | 4.9949 | 7.9024 | 1.884 | 1.6788 | 1.6376 | 1.8455 |
Largest Winning Trade | 943500 | 943500 | 65126 | 2330676 | 2330676 | 1799410 |
Largest Losing Trade | -35973 | -35973 | -31624 | -2143621 | -2143621 | -1437359 |
Avg Bars in Trades | 119 | 96 | 143 | 119 | 96 | 143 |
Avg Bars in Winners | 205 | 159 | 246 | 205 | 159 | 246 |
Avg Bars in Losers | 64 | 61 | 68 | 64 | 61 | 68 |
Bars Traded | 10416 | 4263 | 6153 | 10416 | 4263 | 6153 |
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 | 497520 | 487574 | -253413 | -155733 | -583244 | 212154 |
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{ "first_band": { "type": "kcb", "factors": { "length": 245, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 44, "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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