Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2982585.0022 | 2782674.8243 | 199910.1778 | 5739611.5596 | 4531614.2888 | 1207997.2708 |
Total P&L (%) | 2982.585 | 2782.6748 | 199.9102 | 5739.6116 | 4531.6143 | 1207.9973 |
Avg Daily Profit (%) | 1.29 | 1.2035 | 0.0865 | 0.1761 | 0.166 | 0.1113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128129 | -136120 | -89486 | -8588397 | -7666095 | -5497735 |
Profit Factor | 3.2422 | 5.4999 | 1.2808 | 1.0861 | 1.156 | 1.0321 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Losing Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Profitability (%) | 41.1157 | 40.9091 | 41.3223 | 41.1157 | 40.9091 | 41.3223 |
Ratio Avg Win / Avg Loss | 4.6433 | 7.9442 | 1.8188 | 1.5555 | 1.6697 | 1.4656 |
Largest Winning Trade | 2320481 | 2320481 | 62143 | 6952175 | 6952175 | 3012546 |
Largest Losing Trade | -36617 | -28989 | -36617 | -3088858 | -2293230 | -3088858 |
Avg Bars in Trades | 28 | 32 | 23 | 28 | 32 | 23 |
Avg Bars in Winners | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Losers | 16 | 20 | 12 | 16 | 20 | 12 |
Bars Traded | 13618 | 7868 | 5750 | 13618 | 7868 | 5750 |
Profit Streak | 5.4389 | 6.9389 | 0 | 5.4389 | 6.9389 | 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 | 714548 | 703361 | -78834 | -116808 | -42247 | -231620 |
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{ "first_band": { "type": "alma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 4 } } }
# | 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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