Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095361.8693 | 1184800.8171 | -89438.9478 | -86505.8636 | 113353.2911 | -199859.1547 |
Total P&L (%) | 1095.3619 | 1184.8008 | -89.4389 | -86.5059 | 113.3533 | -199.8592 |
Avg Daily Profit (%) | 0.5873 | 0.6353 | -0.048 | -0.1073 | 0.0406 | 0 |
Buy And Hold Return (%) | 34.464 | 34.464 | 34.464 | 34.464 | 34.464 | 34.464 |
Max Trade Drawdown | -295652 | -93289 | -223782 | -191416 | -69292 | -125427 |
Profit Factor | 2.9538 | 7.3861 | 0.7616 | 0.7088 | 2.4539 | 0.088 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 40.625 | 37.5 | 43.75 | 40.625 | 37.5 | 43.75 |
Ratio Avg Win / Avg Loss | 4.3171 | 12.3102 | 0.9792 | 1.036 | 4.0898 | 0.1131 |
Largest Winning Trade | 1204078 | 1204078 | 81925 | 178379 | 178379 | 4442 |
Largest Losing Trade | -85185 | -28819 | -85185 | -91166 | -49450 | -91166 |
Avg Bars in Trades | 78 | 29 | 126 | 78 | 29 | 126 |
Avg Bars in Winners | 162 | 53 | 255 | 162 | 53 | 255 |
Avg Bars in Losers | 20 | 15 | 26 | 20 | 15 | 26 |
Bars Traded | 5007 | 954 | 4053 | 5007 | 954 | 4053 |
Profit Streak | 0 | 0 | 290.0866 | 0 | 0 | 290.0866 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130434 | 564145 | -582272 | -726534 | -141413 | -581994 |
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{ "first_band": { "type": "alma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 11, "offset": 215, "scalar": 5 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 11, "offset": 215, "scalar": 5 } } }
# | 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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