Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348230.5783 | 147935.7284 | 200294.8498 | 6488.0551 | -403873.7423 | 410361.7974 |
Total P&L (%) | 348.2306 | 147.9357 | 200.2949 | 6.4881 | -403.8737 | 410.3618 |
Avg Daily Profit (%) | 0.2087 | 0.0887 | 0.1201 | 0.0038 | 0 | 0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170219 | -132143 | -108544 | -1653198 | -1191721 | -1204339 |
Profit Factor | 1.2846 | 1.2416 | 1.3276 | 1.0008 | 0.8928 | 1.1011 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 49.0421 | 45.3846 | 52.6718 | 49.0421 | 45.3846 | 52.6718 |
Ratio Avg Win / Avg Loss | 1.3348 | 1.4941 | 1.1929 | 1.0399 | 1.0744 | 0.9894 |
Largest Winning Trade | 108626 | 108626 | 35078 | 349147 | 303349 | 349147 |
Largest Losing Trade | -56852 | -39856 | -56852 | -674800 | -415229 | -674800 |
Avg Bars in Trades | 75 | 64 | 85 | 75 | 64 | 85 |
Avg Bars in Winners | 84 | 81 | 86 | 84 | 81 | 86 |
Avg Bars in Losers | 66 | 51 | 84 | 66 | 51 | 84 |
Bars Traded | 19671 | 8443 | 11229 | 19671 | 8443 | 11229 |
Profit Streak | 17.227 | 0 | 32.5604 | 17.227 | 0 | 32.5604 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332915 | -76847 | -31333 | -571613 | -581115 | -172351 |
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{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "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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