Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365855.2974 | 287354.211 | 78501.0864 | 101766.2048 | -354467.2754 | 456233.4802 |
Total P&L (%) | 365.8553 | 287.3542 | 78.5011 | 101.7662 | -354.4673 | 456.2335 |
Avg Daily Profit (%) | 0.1942 | 0.1525 | 0.0417 | 0.0373 | 0 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170266 | -166917 | -41504 | -1426581 | -1438923 | -124631 |
Profit Factor | 1.6181 | 1.5889 | 1.755 | 1.034 | 0.866 | 2.303 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 55.5556 | 50 | 61.1111 | 55.5556 | 50 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.2945 | 1.5889 | 1.1168 | 0.8272 | 0.866 | 1.4656 |
Largest Winning Trade | 157514 | 157514 | 22935 | 334291 | 334291 | 102744 |
Largest Losing Trade | -55879 | -55879 | -13281 | -411986 | -411986 | -107105 |
Avg Bars in Trades | 207 | 381 | 33 | 207 | 381 | 33 |
Avg Bars in Winners | 142 | 281 | 27 | 142 | 281 | 27 |
Avg Bars in Losers | 289 | 481 | 41 | 289 | 481 | 41 |
Bars Traded | 22406 | 20617 | 1788 | 22406 | 20617 | 1788 |
Profit Streak | 84.3101 | 101.3935 | 84.3101 | 84.3101 | 101.3935 | 84.3101 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433088 | -168484 | -312281 | -325439 | -759438 | -245277 |
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 109, "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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