Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909082.1334 | 775420.9325 | 133661.2009 | 14446273.4252 | 4820711.7344 | 9625561.6908 |
Total P&L (%) | 909.0821 | 775.4209 | 133.6612 | 14446.2734 | 4820.7117 | 9625.5617 |
Avg Daily Profit (%) | 0.3852 | 0.3285 | 0.0566 | 0.2112 | 0.1652 | 0.1941 |
Buy And Hold Return (%) | 541.6682 | 541.6682 | 541.6682 | 541.6682 | 541.6682 | 541.6682 |
Max Trade Drawdown | -67710 | -50213 | -155517 | -7055967 | -4963244 | -4857520 |
Profit Factor | 2.607 | 4.4543 | 1.3917 | 1.7574 | 1.4382 | 2.1924 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Losing Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Profitability (%) | 53.1469 | 58.3333 | 47.8873 | 53.1469 | 58.3333 | 47.8873 |
Ratio Avg Win / Avg Loss | 2.2982 | 3.1816 | 1.5145 | 1.5493 | 1.0273 | 2.3859 |
Largest Winning Trade | 201749 | 201749 | 60058 | 4353815 | 4353815 | 4177701 |
Largest Losing Trade | -31595 | -28558 | -31595 | -3389903 | -3389903 | -2406398 |
Avg Bars in Trades | 47 | 20 | 75 | 47 | 20 | 75 |
Avg Bars in Winners | 73 | 26 | 132 | 73 | 26 | 132 |
Avg Bars in Losers | 17 | 12 | 22 | 17 | 12 | 22 |
Bars Traded | 6818 | 1482 | 5336 | 6818 | 1482 | 5336 |
Profit Streak | 60.6775 | 60.6775 | 69.0108 | 60.6775 | 60.6775 | 69.0108 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280605 | -91835 | -368135 | 493268 | -68177 | -74651 |
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{ "first_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 10, "offset": 0 } } }
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# | 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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