Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260580.345 | 366391.563 | -105811.218 | -103602.5479 | 5896.6484 | -109499.1963 |
Total P&L (%) | 260.5803 | 366.3916 | -105.8112 | -103.6025 | 5.8966 | -109.4992 |
Avg Daily Profit (%) | 0.1611 | 0.2264 | -0.0654 | 0 | 0.0035 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170650 | -178422 | -143378 | -175701 | -68105 | -82435 |
Profit Factor | 1.408 | 1.9233 | 0.5626 | 0.5635 | 1.0528 | 0.1278 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 18 | 19 | 29 | 17 | 12 |
Losing Trades | 31 | 16 | 15 | 39 | 17 | 22 |
Profitability (%) | 54.4118 | 52.9412 | 55.8824 | 42.6471 | 50 | 35.2941 |
Ratio Avg Win / Avg Loss | 1.1796 | 1.7096 | 0.4442 | 0.7577 | 1.0528 | 0.2343 |
Largest Winning Trade | 253446 | 253446 | 18936 | 33848 | 33848 | 4523 |
Largest Losing Trade | -108417 | -75205 | -108417 | -66578 | -40970 | -66578 |
Avg Bars in Trades | 279 | 534 | 24 | 279 | 534 | 24 |
Avg Bars in Winners | 206 | 403 | 19 | 377 | 630 | 20 |
Avg Bars in Losers | 366 | 680 | 31 | 206 | 437 | 27 |
Bars Traded | 18997 | 18157 | 840 | 18997 | 18157 | 840 |
Profit Streak | 495.4327 | 0 | 574.3494 | 0 | 573.8494 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104311 | 427082 | -578420 | -697415 | -515795 | -585958 |
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{ "first_band": { "type": "kcl", "factors": { "length": 72, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 72, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 122, "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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