Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764832.7744 | 468734.4375 | 296098.3369 | 4766599.4195 | 436892.1937 | 4329707.2258 |
Total P&L (%) | 764.8328 | 468.7344 | 296.0983 | 4766.5994 | 436.8922 | 4329.7072 |
Avg Daily Profit (%) | 0.4238 | 0.2598 | 0.1641 | 0.2155 | 0.0932 | 0.2103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74770 | -90783 | -40943 | -5977772 | -5888854 | -3212205 |
Profit Factor | 1.8281 | 1.9425 | 1.6946 | 1.1423 | 1.0237 | 1.287 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 158 | 71 | 87 | 158 | 71 | 87 |
Losing Trades | 288 | 152 | 136 | 288 | 152 | 136 |
Profitability (%) | 35.426 | 31.8386 | 39.0135 | 35.426 | 31.8386 | 39.0135 |
Ratio Avg Win / Avg Loss | 3.3323 | 4.1586 | 2.6491 | 2.0821 | 2.1916 | 2.0119 |
Largest Winning Trade | 302679 | 302679 | 46256 | 3984160 | 3984160 | 1762973 |
Largest Losing Trade | -38696 | -14508 | -38696 | -1325620 | -983023 | -1325620 |
Avg Bars in Trades | 48 | 57 | 38 | 48 | 57 | 38 |
Avg Bars in Winners | 85 | 104 | 70 | 85 | 104 | 70 |
Avg Bars in Losers | 27 | 35 | 18 | 27 | 35 | 18 |
Bars Traded | 21499 | 12849 | 8650 | 21499 | 12849 | 8650 |
Profit Streak | 10.6741 | 10.7574 | 0 | 10.6741 | 10.7574 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386312 | 216585 | 247106 | -57453 | -267703 | 200897 |
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 2 } } }
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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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