Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356510.6138 | 251674.7268 | 104835.887 | 248400.4997 | 202232.2545 | 46168.2452 |
Total P&L (%) | 356.5106 | 251.6747 | 104.8359 | 248.4005 | 202.2323 | 46.1682 |
Avg Daily Profit (%) | 0.1848 | 0.1305 | 0.0543 | 0.0647 | 0.0574 | 0.0197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88457 | -94222 | -86688 | -190889 | -126936 | -190889 |
Profit Factor | 2.1163 | 3.0662 | 1.5307 | 1.507 | 2.2141 | 1.1428 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Losing Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Profitability (%) | 68.6047 | 76.7442 | 60.4651 | 68.6047 | 76.7442 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.9685 | 0.9292 | 1.0008 | 0.6897 | 0.6709 | 0.7472 |
Largest Winning Trade | 80598 | 80598 | 39827 | 68769 | 68769 | 62540 |
Largest Losing Trade | -87618 | -87618 | -53748 | -190889 | -118825 | -190889 |
Avg Bars in Trades | 36 | 59 | 14 | 36 | 59 | 14 |
Avg Bars in Winners | 24 | 34 | 12 | 24 | 34 | 12 |
Avg Bars in Losers | 63 | 143 | 16 | 63 | 143 | 16 |
Bars Traded | 3174 | 2563 | 612 | 3174 | 2563 | 612 |
Profit Streak | 257.8315 | 0 | 258.8315 | 257.8315 | 0 | 258.8315 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440891 | -12249 | -116575 | -103312 | -111382 | -231094 |
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 178, "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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