Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439911.2316 | 315359.5811 | 124551.6505 | 181585.7174 | 456530.0491 | -274944.3318 |
Total P&L (%) | 439.9112 | 315.3596 | 124.5517 | 181.5857 | 456.53 | -274.9443 |
Avg Daily Profit (%) | 0.2035 | 0.1459 | 0.0576 | 0.0479 | 0.0794 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85494 | -72971 | -139820 | -455508 | -260837 | -568482 |
Profit Factor | 1.5635 | 1.9314 | 1.2817 | 1.0724 | 1.4924 | 0.8261 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 61.8321 | 58.4615 | 65.1515 | 61.8321 | 58.4615 | 65.1515 |
Ratio Avg Win / Avg Loss | 0.9651 | 1.3723 | 0.6856 | 0.662 | 1.0604 | 0.4419 |
Largest Winning Trade | 72886 | 72886 | 65214 | 143633 | 143633 | 91860 |
Largest Losing Trade | -73152 | -38655 | -73152 | -400782 | -117873 | -400782 |
Avg Bars in Trades | 32 | 25 | 38 | 32 | 25 | 38 |
Avg Bars in Winners | 28 | 21 | 34 | 28 | 21 | 34 |
Avg Bars in Losers | 38 | 31 | 46 | 38 | 31 | 46 |
Bars Traded | 4198 | 1647 | 2551 | 4198 | 1647 | 2551 |
Profit Streak | 47.1547 | 47.1547 | 141.1547 | 47.1547 | 47.1547 | 141.1547 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395167 | -125509 | -238490 | -268205 | -215388 | -701579 |
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{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 38, "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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