Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1741775.8357 | 1647279.6964 | 94496.1393 | 1355081.576 | -1213964.7758 | 2569046.3518 |
Total P&L (%) | 1741.7758 | 1647.2797 | 94.4961 | 1355.0816 | -1213.9648 | 2569.0464 |
Avg Daily Profit (%) | 0.9385 | 0.8875 | 0.0509 | 0.1444 | 0 | 0.1771 |
Buy And Hold Return (%) | 50.0424 | 50.0424 | 50.0424 | 50.0424 | 50.0424 | 50.0424 |
Max Trade Drawdown | -115826 | -111154 | -45134 | -6472287 | -5652486 | -2520024 |
Profit Factor | 4.1845 | 6.4691 | 1.3845 | 1.0701 | 0.8913 | 1.3144 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 44.6281 | 39.3443 | 50 | 44.6281 | 39.3443 | 50 |
Ratio Avg Win / Avg Loss | 5.1919 | 9.9733 | 1.3845 | 1.3277 | 1.374 | 1.3144 |
Largest Winning Trade | 1577735 | 1577735 | 63604 | 3009207 | 2461714 | 3009207 |
Largest Losing Trade | -34020 | -25060 | -34020 | -1315516 | -1315516 | -940468 |
Avg Bars in Trades | 88 | 74 | 103 | 88 | 74 | 103 |
Avg Bars in Winners | 125 | 119 | 130 | 125 | 119 | 130 |
Avg Bars in Losers | 59 | 45 | 76 | 59 | 45 | 76 |
Bars Traded | 10759 | 4546 | 6213 | 10759 | 4546 | 6213 |
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 | 673742 | -144331 | -301134 | -145101 | -745213 | -161166 |
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{ "first_band": { "type": "kcb", "factors": { "length": 181, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 30, "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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