Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784003.1557 | 858453.9847 | -74450.829 | -71318.051 | 285232.3366 | -356550.3876 |
Total P&L (%) | 784.0032 | 858.454 | -74.4508 | -71.3181 | 285.2323 | -356.5504 |
Avg Daily Profit (%) | 0.4233 | 0.4634 | -0.0402 | -0.0674 | 0.0728 | 0 |
Buy And Hold Return (%) | 76.6196 | 76.6196 | 76.6196 | 76.6196 | 76.6196 | 76.6196 |
Max Trade Drawdown | -206654 | -149780 | -128051 | -1028765 | -643103 | -433329 |
Profit Factor | 2.0339 | 3.301 | 0.8067 | 0.9608 | 1.297 | 0.5842 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 55.2083 | 45.8333 | 64.5833 | 55.2083 | 45.8333 | 64.5833 |
Ratio Avg Win / Avg Loss | 1.6502 | 3.9012 | 0.4424 | 0.7795 | 1.5329 | 0.3204 |
Largest Winning Trade | 908374 | 908374 | 34176 | 624123 | 624123 | 147706 |
Largest Losing Trade | -59569 | -51249 | -59569 | -537554 | -537554 | -331491 |
Avg Bars in Trades | 55 | 64 | 46 | 55 | 64 | 46 |
Avg Bars in Winners | 58 | 78 | 44 | 58 | 78 | 44 |
Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
Bars Traded | 5345 | 3110 | 2235 | 5345 | 3110 | 2235 |
Profit Streak | 15.4884 | 0 | 68.1551 | 15.4884 | 0 | 68.1551 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551687 | 542472 | -577829 | -579264 | -98515 | -577829 |
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{ "first_band": { "type": "kcl", "factors": { "length": 131, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 131, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } } }
# | 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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