Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373682.3862 | 1162026.7355 | 211655.6508 | 9837774.6244 | 6655912.5826 | 3181862.0418 |
Total P&L (%) | 1373.6824 | 1162.0267 | 211.6557 | 9837.7746 | 6655.9126 | 3181.862 |
Avg Daily Profit (%) | 0.5954 | 0.5037 | 0.0917 | 0.1995 | 0.1828 | 0.1514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155885 | -122622 | -140172 | -7245755 | -4959799 | -5813135 |
Profit Factor | 2.7326 | 3.8103 | 1.5579 | 1.2936 | 1.3542 | 1.2163 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 42.4528 | 35.8491 | 49.0566 | 42.4528 | 35.8491 | 49.0566 |
Ratio Avg Win / Avg Loss | 3.7042 | 6.8184 | 1.6179 | 1.7536 | 2.4232 | 1.2631 |
Largest Winning Trade | 392147 | 392147 | 83861 | 5554566 | 5554566 | 3181939 |
Largest Losing Trade | -46760 | -33768 | -46760 | -2917698 | -2282517 | -2917698 |
Avg Bars in Trades | 129 | 118 | 140 | 129 | 118 | 140 |
Avg Bars in Winners | 205 | 196 | 211 | 205 | 196 | 211 |
Avg Bars in Losers | 73 | 74 | 72 | 73 | 74 | 72 |
Bars Traded | 13713 | 6267 | 7446 | 13713 | 6267 | 7446 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503214 | -168002 | -248139 | 235323 | -176142 | -173227 |
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{ "first_band": { "type": "alma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 2 } } }
# | 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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