Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538899.5332 | 431356.7524 | 107542.7808 | 751362.4836 | 123061.0384 | 628301.4451 |
Total P&L (%) | 538.8995 | 431.3568 | 107.5428 | 751.3625 | 123.061 | 628.3014 |
Avg Daily Profit (%) | 0.2879 | 0.2305 | 0.0575 | 0.1145 | 0.0429 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78503 | -83379 | -29571 | -608672 | -641545 | -268348 |
Profit Factor | 2.9206 | 3.2151 | 2.2526 | 1.3958 | 1.093 | 2.0934 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 49.2063 | 35.4839 | 62.5 | 49.2063 | 35.4839 | 62.5 |
Ratio Avg Win / Avg Loss | 3.0148 | 5.8457 | 1.3516 | 1.4408 | 1.9872 | 1.256 |
Largest Winning Trade | 406743 | 406743 | 46562 | 391044 | 391044 | 321949 |
Largest Losing Trade | -24261 | -24261 | -17801 | -181398 | -181398 | -148107 |
Avg Bars in Trades | 82 | 98 | 66 | 82 | 98 | 66 |
Avg Bars in Winners | 112 | 151 | 91 | 112 | 151 | 91 |
Avg Bars in Losers | 53 | 70 | 25 | 53 | 70 | 25 |
Bars Traded | 5201 | 3066 | 2135 | 5201 | 3066 | 2135 |
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 | -136942 | 300297 | -111430 | -190374 | -258493 | -46412 |
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{ "first_band": { "type": "alma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "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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