Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87825.1316 | 69007.8546 | 18817.2769 | 106935.2997 | 86056.0671 | 20879.2326 |
Total P&L (%) | 87.8251 | 69.0079 | 18.8173 | 106.9353 | 86.0561 | 20.8792 |
Avg Daily Profit (%) | 0.3372 | 0.265 | 0.0723 | 0.2796 | 0.2387 | 0.0728 |
Buy And Hold Return (%) | 32.0648 | 32.0648 | 32.0648 | 32.0648 | 32.0648 | 32.0648 |
Max Trade Drawdown | -32356 | -33007 | -12641 | -33906 | -33901 | -22940 |
Profit Factor | 1.5898 | 1.7122 | 1.3619 | 1.642 | 1.8447 | 1.3228 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 58.1818 | 61.8182 | 54.5455 | 58.1818 | 61.8182 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1427 | 1.0575 | 1.1349 | 1.1802 | 1.1394 | 1.1023 |
Largest Winning Trade | 22092 | 22092 | 5616 | 16652 | 16652 | 8841 |
Largest Losing Trade | -22908 | -22908 | -9667 | -21775 | -21775 | -13251 |
Avg Bars in Trades | 220 | 356 | 85 | 220 | 356 | 85 |
Avg Bars in Winners | 183 | 285 | 67 | 183 | 285 | 67 |
Avg Bars in Losers | 273 | 470 | 107 | 273 | 470 | 107 |
Bars Traded | 24306 | 19594 | 4712 | 24306 | 19594 | 4712 |
Profit Streak | 13.9955 | 13.9955 | 21.7976 | 13.9955 | 13.9955 | 21.7976 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315345 | -174886 | -441174 | 321851 | -172373 | -440635 |
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{ "first_band": { "type": "kcl", "factors": { "length": 172, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 172, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 206, "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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