Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101698.6672 | 54560.7892 | 47137.878 | 86604.7534 | 47047.5596 | 39557.1938 |
Total P&L (%) | 101.6987 | 54.5608 | 47.1379 | 86.6048 | 47.0476 | 39.5572 |
Avg Daily Profit (%) | 0.1953 | 0.1048 | 0.0905 | 0.1198 | 0.0741 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45150 | -40631 | -32505 | -50061 | -48648 | -36397 |
Profit Factor | 1.3865 | 1.361 | 1.421 | 1.2952 | 1.2832 | 1.3109 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 68.6869 | 68 | 69.3878 | 68.6869 | 68 | 69.3878 |
Ratio Avg Win / Avg Loss | 0.6321 | 0.6405 | 0.6269 | 0.5905 | 0.6039 | 0.5783 |
Largest Winning Trade | 23961 | 23961 | 14436 | 23372 | 23372 | 16180 |
Largest Losing Trade | -27362 | -27362 | -21664 | -33029 | -33029 | -31300 |
Avg Bars in Trades | 248 | 313 | 182 | 248 | 313 | 182 |
Avg Bars in Winners | 154 | 192 | 116 | 154 | 192 | 116 |
Avg Bars in Losers | 455 | 571 | 331 | 455 | 571 | 331 |
Bars Traded | 24619 | 15685 | 8934 | 24619 | 15685 | 8934 |
Profit Streak | 13.8577 | 18.191 | 13.8577 | 13.8577 | 18.191 | 13.8577 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378618 | -232135 | -71446 | -30632 | -274106 | -108113 |
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{ "first_band": { "type": "kcl", "factors": { "length": 54, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 228, "offset": 84 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 54, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 228, "offset": 84 } } }
# | 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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