Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1453337.1331 | 1386116.287 | 67220.8461 | 2796888.1911 | 3508812.8987 | -711924.7077 |
Total P&L (%) | 1453.3371 | 1386.1163 | 67.2208 | 2796.8882 | 3508.8129 | -711.9247 |
Avg Daily Profit (%) | 0.7991 | 0.7621 | 0.037 | 0.1852 | 0.1974 | 0 |
Buy And Hold Return (%) | 613.8611 | 613.8611 | 613.8611 | 613.8611 | 613.8611 | 613.8611 |
Max Trade Drawdown | -119966 | -85196 | -68783 | -8357527 | -5609407 | -3079667 |
Profit Factor | 2.0068 | 2.7553 | 1.1028 | 1.0742 | 1.1692 | 0.958 |
Total Trades | 864 | 432 | 432 | 864 | 432 | 432 |
Winning Trades | 280 | 122 | 158 | 280 | 122 | 158 |
Losing Trades | 584 | 310 | 274 | 584 | 310 | 274 |
Profitability (%) | 32.4074 | 28.2407 | 36.5741 | 32.4074 | 28.2407 | 36.5741 |
Ratio Avg Win / Avg Loss | 4.1855 | 7.0011 | 1.9125 | 2.2404 | 2.9709 | 1.6614 |
Largest Winning Trade | 977209 | 977209 | 52383 | 4399426 | 4399426 | 1211830 |
Largest Losing Trade | -16115 | -16115 | -13862 | -902497 | -902497 | -651114 |
Avg Bars in Trades | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Winners | 57 | 72 | 45 | 57 | 72 | 45 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 21527 | 12122 | 9405 | 21527 | 12122 | 9405 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377326 | -620 | -418881 | -133681 | -39712 | -581241 |
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 2, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 2, "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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