Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259240.6404 | 405009.631 | -145768.9906 | -126029.0339 | 72942.4602 | -198971.4941 |
Total P&L (%) | 259.2406 | 405.0096 | -145.769 | -126.029 | 72.9425 | -198.9715 |
Avg Daily Profit (%) | 0.107 | 0.1672 | -0.0602 | 0 | 0.0226 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269073 | -131817 | -314681 | -265031 | -40461 | -309799 |
Profit Factor | 1.3796 | 2.5856 | 0.659 | 0.7235 | 1.6341 | 0.416 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 24 | 14 | 10 |
Losing Trades | 33 | 17 | 16 | 34 | 15 | 19 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 41.3793 | 48.2759 | 34.4828 |
Ratio Avg Win / Avg Loss | 1.8211 | 3.6629 | 0.811 | 1.0249 | 1.7508 | 0.7905 |
Largest Winning Trade | 453024 | 453024 | 68790 | 96315 | 96315 | 68790 |
Largest Losing Trade | -169078 | -58797 | -169078 | -121202 | -37264 | -121202 |
Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Winners | 119 | 104 | 132 | 77 | 87 | 65 |
Avg Bars in Losers | 48 | 45 | 51 | 79 | 53 | 99 |
Bars Traded | 4559 | 2019 | 2540 | 4559 | 2019 | 2540 |
Profit Streak | 0 | 0 | 38.8739 | 22.8739 | 28.8739 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -230650 | 319070 | -582298 | -761416 | -159750 | -586867 |
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{ "first_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 23, "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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