Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064915.2667 | 1153901.1992 | -88985.9325 | -240545.0275 | -162406.6603 | -78138.3672 |
Total P&L (%) | 1064.9153 | 1153.9012 | -88.9859 | -240.545 | -162.4067 | -78.1384 |
Avg Daily Profit (%) | 0.5852 | 0.6341 | -0.0489 | 0 | 0 | -0.0835 |
Buy And Hold Return (%) | 564.7306 | 564.7306 | 564.7306 | 564.7306 | 564.7306 | 564.7306 |
Max Trade Drawdown | -146120 | -102681 | -151144 | -558295 | -347910 | -290180 |
Profit Factor | 2.1695 | 3.5881 | 0.8085 | 0.8648 | 0.8434 | 0.8947 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 59 | 26 | 33 | 59 | 33 | 26 |
Losing Trades | 62 | 34 | 28 | 62 | 27 | 35 |
Profitability (%) | 48.7603 | 43.3333 | 54.0984 | 48.7603 | 55 | 42.623 |
Ratio Avg Win / Avg Loss | 2.2798 | 4.6921 | 0.686 | 0.9087 | 0.69 | 1.2044 |
Largest Winning Trade | 793314 | 793314 | 53468 | 109238 | 96701 | 109238 |
Largest Losing Trade | -121442 | -53310 | -121442 | -167178 | -167178 | -130409 |
Avg Bars in Trades | 57 | 70 | 44 | 57 | 70 | 44 |
Avg Bars in Winners | 61 | 79 | 46 | 53 | 62 | 42 |
Avg Bars in Losers | 54 | 64 | 41 | 60 | 80 | 45 |
Bars Traded | 6948 | 4237 | 2711 | 6948 | 4237 | 2711 |
Profit Streak | 60.8016 | 86.5516 | 60.8016 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310374 | -159307 | -741367 | -580939 | -749310 | -743938 |
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{ "first_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 38, "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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