Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140323.0266 | 483885.792 | -343562.7654 | 12770687.1047 | 3692431.1395 | 9078255.9652 |
Total P&L (%) | 140.323 | 483.8858 | -343.5628 | 12770.6871 | 3692.4311 | 9078.256 |
Avg Daily Profit (%) | 0.0595 | 0.2051 | -0.1456 | 0.2061 | 0.1542 | 0.1917 |
Buy And Hold Return (%) | 400.3982 | 400.3982 | 400.3982 | 400.3982 | 400.3982 | 400.3982 |
Max Trade Drawdown | -619805 | -40463 | -696605 | -3880781 | -4231466 | -1291152 |
Profit Factor | 1.1296 | 2.8073 | 0.5784 | 1.8799 | 1.3746 | 2.9489 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 53 | 26 | 27 | 53 | 24 | 29 |
Losing Trades | 46 | 24 | 22 | 46 | 26 | 20 |
Profitability (%) | 53.5354 | 52 | 55.102 | 53.5354 | 48 | 59.1837 |
Ratio Avg Win / Avg Loss | 0.9804 | 2.5914 | 0.4713 | 1.6316 | 1.4892 | 2.0337 |
Largest Winning Trade | 237437 | 237437 | 45813 | 3701208 | 3701208 | 3007267 |
Largest Losing Trade | -328278 | -31062 | -328278 | -3880781 | -3880781 | -1291152 |
Avg Bars in Trades | 90 | 69 | 112 | 90 | 69 | 112 |
Avg Bars in Winners | 92 | 67 | 117 | 97 | 70 | 119 |
Avg Bars in Losers | 88 | 73 | 106 | 83 | 69 | 101 |
Bars Traded | 8994 | 3494 | 5500 | 8994 | 3494 | 5500 |
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 | -358184 | -267680 | -580020 | 445684 | -172646 | 535865 |
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{ "first_band": { "type": "alma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 199, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 199, "offset": 0, "scalar": 1 } } }
# | 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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