Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140823.4184 | 1127973.8321 | 12849.5863 | 121333.7905 | -84091.3939 | 205425.1844 |
Total P&L (%) | 1140.8234 | 1127.9738 | 12.8496 | 121.3338 | -84.0914 | 205.4252 |
Avg Daily Profit (%) | 0.6123 | 0.6054 | 0.0069 | 0.0427 | -0.0986 | 0.0599 |
Buy And Hold Return (%) | 67.5539 | 67.5539 | 67.5539 | 67.5539 | 67.5539 | 67.5539 |
Max Trade Drawdown | -156815 | -166532 | -66910 | -1423108 | -1590055 | -555274 |
Profit Factor | 3.301 | 4.4279 | 1.0771 | 1.0315 | 0.9684 | 1.1714 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 41 | 32 | 50 | 41 | 32 | 50 |
Ratio Avg Win / Avg Loss | 4.7502 | 9.4093 | 1.0771 | 1.4843 | 2.0578 | 1.1714 |
Largest Winning Trade | 1148640 | 1148640 | 50022 | 1019608 | 1019608 | 521109 |
Largest Losing Trade | -49252 | -21493 | -49252 | -518803 | -290824 | -518803 |
Avg Bars in Trades | 72 | 112 | 31 | 72 | 112 | 31 |
Avg Bars in Winners | 81 | 163 | 28 | 81 | 163 | 28 |
Avg Bars in Losers | 65 | 88 | 34 | 65 | 88 | 34 |
Bars Traded | 7201 | 5632 | 1569 | 7201 | 5632 | 1569 |
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 | 526990 | -168177 | -665203 | -333342 | -765055 | -328003 |
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{ "first_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 27, "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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