Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95616.4246 | 61550.0001 | 34066.4246 | 90014.0821 | 72399.0631 | 17615.019 |
Total P&L (%) | 95.6164 | 61.55 | 34.0664 | 90.0141 | 72.3991 | 17.615 |
Avg Daily Profit (%) | 0.3672 | 0.2363 | 0.1308 | 0.2468 | 0.2094 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45190 | -42843 | -34619 | -82170 | -67888 | -64923 |
Profit Factor | 1.3468 | 1.3465 | 1.3473 | 1.1909 | 1.2511 | 1.0962 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 65.7143 | 62.8571 | 68.5714 | 65.7143 | 62.8571 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.7027 | 0.7956 | 0.6175 | 0.6214 | 0.7393 | 0.5024 |
Largest Winning Trade | 18880 | 18880 | 16121 | 28837 | 28837 | 17102 |
Largest Losing Trade | -21343 | -21343 | -19351 | -38835 | -29204 | -38835 |
Avg Bars in Trades | 176 | 252 | 99 | 176 | 252 | 99 |
Avg Bars in Winners | 123 | 169 | 82 | 123 | 169 | 82 |
Avg Bars in Losers | 276 | 393 | 137 | 276 | 393 | 137 |
Bars Traded | 24644 | 17673 | 6971 | 24644 | 17673 | 6971 |
Profit Streak | 0 | 7.6079 | 0 | 0 | 7.6079 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315540 | -86699 | -115600 | -3128 | -86950 | -327737 |
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 187, "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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