Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199096.5713 | 161905.9119 | 37190.6595 | 198788.9594 | 130389.6868 | 68399.2726 |
Total P&L (%) | 199.0966 | 161.9059 | 37.1907 | 198.789 | 130.3897 | 68.3993 |
Avg Daily Profit (%) | 0.3823 | 0.3109 | 0.0714 | 0.2104 | 0.1604 | 0.1001 |
Buy And Hold Return (%) | 22.2459 | 22.2459 | 22.2459 | 22.2459 | 22.2459 | 22.2459 |
Max Trade Drawdown | -76771 | -77417 | -16931 | -359216 | -365271 | -39218 |
Profit Factor | 1.815 | 1.8335 | 1.7432 | 1.2443 | 1.194 | 1.484 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 49.2537 | 45.4545 | 52.9412 | 49.2537 | 45.4545 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.87 | 2.2001 | 1.5495 | 1.282 | 1.4327 | 1.3191 |
Largest Winning Trade | 105769 | 105769 | 10493 | 271972 | 271972 | 33394 |
Largest Losing Trade | -47571 | -47571 | -7276 | -267024 | -267024 | -21413 |
Avg Bars in Trades | 341 | 649 | 43 | 341 | 649 | 43 |
Avg Bars in Winners | 239 | 466 | 50 | 239 | 466 | 50 |
Avg Bars in Losers | 440 | 801 | 35 | 440 | 801 | 35 |
Bars Traded | 22900 | 21425 | 1475 | 22900 | 21425 | 1475 |
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 | -109236 | 348701 | -103574 | -114405 | -3019 | -61360 |
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{ "first_band": { "type": "alma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 236, "offset": 0, "scalar": 4 } } }
# | 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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