Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202108.2275 | 160163.4625 | 41944.765 | 209252.5357 | 102270.1428 | 106982.3929 |
Total P&L (%) | 202.1082 | 160.1635 | 41.9448 | 209.2525 | 102.2701 | 106.9824 |
Avg Daily Profit (%) | 0.3881 | 0.3075 | 0.0805 | 0.217 | 0.1353 | 0.1398 |
Buy And Hold Return (%) | 59.3356 | 59.3356 | 59.3356 | 59.3356 | 59.3356 | 59.3356 |
Max Trade Drawdown | -74880 | -63842 | -26721 | -191355 | -206294 | -57521 |
Profit Factor | 1.5433 | 1.5853 | 1.4265 | 1.2748 | 1.1687 | 1.6894 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 50.3876 | 45.3125 | 55.3846 | 50.3876 | 45.3125 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.5195 | 1.9132 | 1.1491 | 1.2552 | 1.4105 | 1.3609 |
Largest Winning Trade | 92918 | 92918 | 15392 | 127664 | 127664 | 31521 |
Largest Losing Trade | -31325 | -31325 | -18435 | -57745 | -57745 | -20774 |
Avg Bars in Trades | 186 | 323 | 51 | 186 | 323 | 51 |
Avg Bars in Winners | 224 | 424 | 64 | 224 | 424 | 64 |
Avg Bars in Losers | 146 | 240 | 34 | 146 | 240 | 34 |
Bars Traded | 24028 | 20705 | 3323 | 24028 | 20705 | 3323 |
Profit Streak | 24.3228 | 24.3228 | 31.052 | 24.3228 | 24.3228 | 31.052 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376130 | -133205 | -380439 | 228294 | -197337 | -142648 |
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{ "first_band": { "type": "alma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 3 } } }
# | 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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