Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2425831.3363 | 2343179.8799 | 82651.4563 | 2466359.4996 | 586728.609 | 1879630.8906 |
Total P&L (%) | 2425.8313 | 2343.1799 | 82.6515 | 2466.3595 | 586.7286 | 1879.6309 |
Avg Daily Profit (%) | 1.3137 | 1.269 | 0.0448 | 0.1759 | 0.1044 | 0.1618 |
Buy And Hold Return (%) | 163.9806 | 163.9806 | 163.9806 | 163.9806 | 163.9806 | 163.9806 |
Max Trade Drawdown | -102789 | -78816 | -83610 | -2419185 | -2168120 | -1139807 |
Profit Factor | 4.8665 | 8.1473 | 1.2759 | 1.232 | 1.0958 | 1.4175 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 36.8932 | 35.2941 | 38.4615 | 36.8932 | 35.2941 | 38.4615 |
Ratio Avg Win / Avg Loss | 8.3243 | 14.9368 | 2.0415 | 2.1074 | 2.0089 | 2.268 |
Largest Winning Trade | 2139142 | 2139142 | 70002 | 1964324 | 1716489 | 1964324 |
Largest Losing Trade | -35891 | -35891 | -34262 | -1272116 | -1272116 | -1084297 |
Avg Bars in Trades | 105 | 140 | 69 | 105 | 140 | 69 |
Avg Bars in Winners | 201 | 289 | 122 | 201 | 289 | 122 |
Avg Bars in Losers | 48 | 60 | 36 | 48 | 60 | 36 |
Bars Traded | 10815 | 7188 | 3627 | 10815 | 7188 | 3627 |
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 | 593496 | -163672 | -482397 | 136380 | -355642 | -174918 |
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{ "first_band": { "type": "alma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 21, "offset": 0, "scalar": 5 } } }
# | 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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