Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1583380.3247 | 1429033.3048 | 154347.0199 | 6047102.7548 | -2983177.2083 | 9030279.9632 |
Total P&L (%) | 1583.3803 | 1429.0333 | 154.347 | 6047.1028 | -2983.1772 | 9030.28 |
Avg Daily Profit (%) | 0.8569 | 0.7734 | 0.0835 | 0.2231 | 0 | 0.2446 |
Buy And Hold Return (%) | 73.7427 | 73.7427 | 73.7427 | 73.7427 | 73.7427 | 73.7427 |
Max Trade Drawdown | -99709 | -86933 | -45790 | -12048330 | -11708795 | -7183962 |
Profit Factor | 4.01 | 6.0259 | 1.6386 | 1.1102 | 0.9036 | 1.3772 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
Profitability (%) | 41.9162 | 34.5238 | 49.3976 | 41.9162 | 34.5238 | 49.3976 |
Ratio Avg Win / Avg Loss | 5.5567 | 11.4284 | 1.6785 | 1.5384 | 1.7137 | 1.4108 |
Largest Winning Trade | 1224082 | 1224082 | 65478 | 9110368 | 9110368 | 4901725 |
Largest Losing Trade | -27662 | -13916 | -27662 | -4423455 | -2204450 | -4423455 |
Avg Bars in Trades | 42 | 34 | 49 | 42 | 34 | 49 |
Avg Bars in Winners | 81 | 77 | 84 | 81 | 77 | 84 |
Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
Bars Traded | 7034 | 2905 | 4129 | 7034 | 2905 | 4129 |
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 | 648554 | 544282 | -85162 | -92251 | -584348 | 302703 |
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 4, "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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