Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30990.6653 | 26180.2599 | 4810.4054 | 34694.6466 | 27425.2617 | 7269.3849 |
Total P&L (%) | 30.9907 | 26.1803 | 4.8104 | 34.6946 | 27.4253 | 7.2694 |
Avg Daily Profit (%) | 1.7852 | 1.5081 | 0.2771 | 1.7305 | 1.4059 | 0.405 |
Buy And Hold Return (%) | 12.2541 | 12.2541 | 12.2541 | 12.2541 | 12.2541 | 12.2541 |
Max Trade Drawdown | -7277 | -8723 | -3403 | -9798 | -11740 | -3386 |
Profit Factor | 1.7497 | 1.8629 | 1.4373 | 1.6906 | 1.7278 | 1.5792 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Losing Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Profitability (%) | 56.5574 | 63.9344 | 49.1803 | 56.5574 | 63.9344 | 49.1803 |
Ratio Avg Win / Avg Loss | 1.3439 | 1.0509 | 1.4852 | 1.2986 | 0.9746 | 1.6318 |
Largest Winning Trade | 3822 | 3822 | 2714 | 5075 | 5075 | 3508 |
Largest Losing Trade | -4844 | -4844 | -1397 | -6701 | -6701 | -1990 |
Avg Bars in Trades | 194 | 347 | 42 | 194 | 347 | 42 |
Avg Bars in Winners | 170 | 270 | 39 | 170 | 270 | 39 |
Avg Bars in Losers | 226 | 483 | 44 | 226 | 483 | 44 |
Bars Traded | 23775 | 21208 | 2567 | 23775 | 21208 | 2567 |
Profit Streak | 0.7774 | 0 | 1.6392 | 0.7774 | 0 | 1.6392 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311882 | -151676 | -322579 | 295744 | -153570 | -319508 |
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 118, "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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