Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230612 | 232629.3068 | -2017.3068 | 63897.2955 | 28617.5876 | 35279.7078 |
Total P&L (%) | 230.612 | 232.6293 | -2.0173 | 63.8973 | 28.6176 | 35.2797 |
Avg Daily Profit (%) | 0.2214 | 0.2233 | -0.0019 | 0.0474 | 0.0242 | 0.029 |
Buy And Hold Return (%) | 73.913 | 73.913 | 73.913 | 73.913 | 73.913 | 73.913 |
Max Trade Drawdown | -104136 | -92412 | -23727 | -344475 | -350728 | -49889 |
Profit Factor | 1.5896 | 1.7276 | 0.9717 | 1.061 | 1.0324 | 1.2157 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 54.6392 | 50 | 59.1837 | 54.6392 | 50 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.3197 | 1.7276 | 0.6702 | 0.8808 | 1.0324 | 0.8384 |
Largest Winning Trade | 207316 | 207316 | 7203 | 200209 | 200209 | 31696 |
Largest Losing Trade | -34929 | -34929 | -11404 | -147132 | -147132 | -33845 |
Avg Bars in Trades | 246 | 464 | 33 | 246 | 464 | 33 |
Avg Bars in Winners | 199 | 405 | 28 | 199 | 405 | 28 |
Avg Bars in Losers | 304 | 524 | 39 | 304 | 524 | 39 |
Bars Traded | 23946 | 22318 | 1628 | 23946 | 22318 | 1628 |
Profit Streak | 0 | 75.7798 | 0 | 0 | 75.7798 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270460 | 330060 | -579491 | -449541 | -510213 | -320711 |
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 116, "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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