Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410198.7531 | 334149.5722 | 76049.1808 | -119034.6095 | 152624.8868 | -271659.4964 |
Total P&L (%) | 410.1988 | 334.1496 | 76.0492 | -119.0346 | 152.6249 | -271.6595 |
Avg Daily Profit (%) | 0.2179 | 0.1775 | 0.0404 | 0 | 0.0492 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155184 | -71386 | -170258 | -256981 | -13926 | -320059 |
Profit Factor | 1.663 | 2.1821 | 1.2263 | 0.6877 | 4.5527 | 0.1966 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 19 | 25 | 32 | 22 | 10 |
Losing Trades | 32 | 19 | 13 | 44 | 16 | 28 |
Profitability (%) | 57.8947 | 50 | 65.7895 | 42.1053 | 57.8947 | 26.3158 |
Ratio Avg Win / Avg Loss | 1.2095 | 2.1821 | 0.6377 | 0.9455 | 3.3111 | 0.5505 |
Largest Winning Trade | 155301 | 155301 | 42573 | 78413 | 78413 | 48243 |
Largest Losing Trade | -101792 | -53392 | -101792 | -237579 | -13926 | -237579 |
Avg Bars in Trades | 93 | 121 | 65 | 93 | 121 | 65 |
Avg Bars in Winners | 59 | 73 | 48 | 140 | 158 | 100 |
Avg Bars in Losers | 141 | 170 | 98 | 60 | 71 | 53 |
Bars Traded | 7125 | 4629 | 2496 | 7125 | 4629 | 2496 |
Profit Streak | 78.3494 | 0 | 138.0994 | 0 | 156.8494 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42105 | 417360 | -138352 | -637625 | -118079 | -604780 |
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{ "first_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 116, "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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