Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157300.532 | 1142258.5618 | 15041.9703 | 797327.2115 | 683765.6733 | 113561.5382 |
Total P&L (%) | 1157.3005 | 1142.2586 | 15.042 | 797.3272 | 683.7657 | 113.5615 |
Avg Daily Profit (%) | 0.6388 | 0.6305 | 0.0083 | 0.1212 | 0.1137 | 0.0419 |
Buy And Hold Return (%) | 511.9034 | 511.9034 | 511.9034 | 511.9034 | 511.9034 | 511.9034 |
Max Trade Drawdown | -93116 | -96110 | -95784 | -688357 | -679677 | -409751 |
Profit Factor | 3.1855 | 5.4301 | 1.0554 | 1.2337 | 1.3737 | 1.0718 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 48.7179 | 35.8974 | 61.5385 | 48.7179 | 35.8974 | 61.5385 |
Ratio Avg Win / Avg Loss | 3.3532 | 9.6967 | 0.6596 | 1.2987 | 2.453 | 0.6699 |
Largest Winning Trade | 573752 | 573752 | 69952 | 736810 | 736810 | 402408 |
Largest Losing Trade | -52031 | -43554 | -52031 | -351637 | -351637 | -283591 |
Avg Bars in Trades | 86 | 87 | 86 | 86 | 87 | 86 |
Avg Bars in Winners | 120 | 153 | 101 | 120 | 153 | 101 |
Avg Bars in Losers | 54 | 50 | 61 | 54 | 50 | 61 |
Bars Traded | 6781 | 3411 | 3371 | 6781 | 3411 | 3371 |
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 | -26550 | 324626 | -507290 | -80243 | -105925 | -444433 |
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{ "first_band": { "type": "kcl", "factors": { "length": 242, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 242, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 32, "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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