Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592282.6487 | 546426.5762 | 45856.0725 | 244789.2432 | -1265366.292 | 1510155.5351 |
Total P&L (%) | 592.2826 | 546.4266 | 45.8561 | 244.7892 | -1265.3663 | 1510.1555 |
Avg Daily Profit (%) | 0.3147 | 0.2903 | 0.0244 | 0.0658 | 0 | 0.1478 |
Buy And Hold Return (%) | 28.5405 | 28.5405 | 28.5405 | 28.5405 | 28.5405 | 28.5405 |
Max Trade Drawdown | -170622 | -148045 | -89714 | -7207097 | -6867464 | -1364349 |
Profit Factor | 1.4332 | 1.5397 | 1.1292 | 1.0097 | 0.9389 | 1.3383 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Losing Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Profitability (%) | 62.4309 | 62.4309 | 62.4309 | 62.4309 | 62.4309 | 62.4309 |
Ratio Avg Win / Avg Loss | 0.8624 | 0.9265 | 0.6795 | 0.6076 | 0.565 | 0.8054 |
Largest Winning Trade | 150393 | 150393 | 20688 | 2699946 | 2699946 | 826869 |
Largest Losing Trade | -52153 | -52153 | -40053 | -2565383 | -2565383 | -576949 |
Avg Bars in Trades | 61 | 112 | 11 | 61 | 112 | 11 |
Avg Bars in Winners | 38 | 68 | 8 | 38 | 68 | 8 |
Avg Bars in Losers | 100 | 185 | 15 | 100 | 185 | 15 |
Bars Traded | 22411 | 20360 | 2051 | 22411 | 20360 | 2051 |
Profit Streak | 13.1218 | 17.1218 | 13.1218 | 13.1218 | 17.1218 | 13.1218 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479490 | 440161 | -246527 | -311508 | -577243 | 239256 |
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 45, "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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