Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1179143.5669 | 1170416.7772 | 8726.7897 | 329098.0904 | 930583.2496 | -601485.1592 |
Total P&L (%) | 1179.1436 | 1170.4168 | 8.7268 | 329.0981 | 930.5833 | -601.4852 |
Avg Daily Profit (%) | 0.5329 | 0.529 | 0.0039 | 0.0658 | 0.1055 | 0 |
Buy And Hold Return (%) | 306 | 306 | 306 | 306 | 306 | 306 |
Max Trade Drawdown | -107309 | -71192 | -100987 | -1246087 | -626366 | -946506 |
Profit Factor | 3.3702 | 5.8791 | 1.0339 | 1.0759 | 1.5384 | 0.7693 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 39.7059 | 35.2941 | 44.1176 | 39.7059 | 35.2941 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.1178 | 10.7784 | 1.3096 | 1.6338 | 2.8204 | 0.9744 |
Largest Winning Trade | 1071632 | 1071632 | 52244 | 1118303 | 1118303 | 461836 |
Largest Losing Trade | -64821 | -34864 | -64821 | -946506 | -179084 | -946506 |
Avg Bars in Trades | 93 | 69 | 117 | 93 | 69 | 117 |
Avg Bars in Winners | 146 | 104 | 180 | 146 | 104 | 180 |
Avg Bars in Losers | 58 | 50 | 67 | 58 | 50 | 67 |
Bars Traded | 6353 | 2368 | 3985 | 6353 | 2368 | 3985 |
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 | -102805 | 402299 | -538891 | -501004 | -57907 | -583082 |
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{ "first_band": { "type": "alma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 12, "offset": 140, "scalar": 2 } } }
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# | 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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