Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95254.5761 | 74030.906 | 21223.6701 | 128707.8565 | 107026.7229 | 21681.1335 |
Total P&L (%) | 95.2546 | 74.0309 | 21.2237 | 128.7079 | 107.0267 | 21.6811 |
Avg Daily Profit (%) | 0.8786 | 0.6828 | 0.1958 | 0.7659 | 0.6734 | 0.1812 |
Buy And Hold Return (%) | 48.3556 | 48.3556 | 48.3556 | 48.3556 | 48.3556 | 48.3556 |
Max Trade Drawdown | -26428 | -15558 | -14764 | -56010 | -32563 | -31634 |
Profit Factor | 2.4073 | 3.2135 | 1.6199 | 2.008 | 2.687 | 1.3375 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.4073 | 3.2135 | 1.6199 | 2.008 | 2.687 | 1.3375 |
Largest Winning Trade | 31522 | 31522 | 8386 | 51963 | 51963 | 15368 |
Largest Losing Trade | -9299 | -4676 | -9299 | -19364 | -9998 | -19364 |
Avg Bars in Trades | 169 | 185 | 154 | 169 | 185 | 154 |
Avg Bars in Winners | 233 | 257 | 210 | 233 | 257 | 210 |
Avg Bars in Losers | 106 | 113 | 98 | 106 | 113 | 98 |
Bars Traded | 10199 | 5566 | 4633 | 10199 | 5566 | 4633 |
Profit Streak | 7.8059 | 8.6705 | 0 | 7.8059 | 8.6705 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164387 | 248272 | -157051 | -161839 | 362566 | -159930 |
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 2 } } }
# | 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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