Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174660.4818 | 229639.2333 | -54978.7516 | -1545083.457 | -831005.2482 | -714078.2088 |
Total P&L (%) | 174.6605 | 229.6392 | -54.9788 | -1545.0835 | -831.0052 | -714.0782 |
Avg Daily Profit (%) | 0.1415 | 0.186 | -0.0445 | 0 | 0 | 0 |
Buy And Hold Return (%) | 11.2992 | 11.2992 | 11.2992 | 11.2992 | 11.2992 | 11.2992 |
Max Trade Drawdown | -230217 | -58548 | -66385 | -1530917 | -965887 | -678787 |
Profit Factor | 1.3078 | 2.2519 | 0.8569 | 0.5217 | 0.5241 | 0.519 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 44 | 21 | 23 | 17 | 10 | 7 |
Losing Trades | 19 | 11 | 8 | 46 | 22 | 24 |
Profitability (%) | 69.8413 | 65.625 | 74.1935 | 26.9841 | 31.25 | 22.5806 |
Ratio Avg Win / Avg Loss | 0.5647 | 1.1796 | 0.298 | 1.4118 | 1.153 | 1.7794 |
Largest Winning Trade | 64238 | 64238 | 36309 | 379323 | 310316 | 379323 |
Largest Losing Trade | -230217 | -44870 | -230217 | -436178 | -436178 | -231667 |
Avg Bars in Trades | 76 | 80 | 71 | 76 | 80 | 71 |
Avg Bars in Winners | 59 | 62 | 56 | 111 | 115 | 106 |
Avg Bars in Losers | 116 | 116 | 116 | 63 | 65 | 61 |
Bars Traded | 4814 | 2589 | 2225 | 4814 | 2589 | 2225 |
Profit Streak | 52.9508 | 79.4508 | 52.9508 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152716 | 490794 | -577118 | -751458 | -586435 | -618518 |
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{ "first_band": { "type": "kcb", "factors": { "length": 84, "offset": 208, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 96, "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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