Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72590.5212 | 117.9767 | 72472.5445 | 78536.2135 | -7441.3569 | 85977.5703 |
Total P&L (%) | 72.5905 | 0.118 | 72.4725 | 78.5362 | -7.4414 | 85.9776 |
Avg Daily Profit (%) | 0.2787 | 0.0005 | 0.2783 | 0.2228 | -0.0297 | 0.2385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38780 | -26303 | -22356 | -49701 | -37118 | -27708 |
Profit Factor | 1.5392 | 1.0014 | 2.3701 | 1.4291 | 0.9341 | 2.2274 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 68.5393 | 68.8889 | 68.1818 | 68.5393 | 68.8889 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.7065 | 0.4523 | 1.1061 | 0.656 | 0.4219 | 1.0395 |
Largest Winning Trade | 13582 | 13582 | 10658 | 15943 | 15943 | 12371 |
Largest Losing Trade | -26303 | -26303 | -14515 | -33786 | -33786 | -17613 |
Avg Bars in Trades | 270 | 255 | 285 | 270 | 255 | 285 |
Avg Bars in Winners | 176 | 168 | 183 | 176 | 168 | 183 |
Avg Bars in Losers | 475 | 448 | 502 | 475 | 448 | 502 |
Bars Traded | 24052 | 11508 | 12543 | 24052 | 11508 | 12543 |
Profit Streak | 0 | 0 | 19.2405 | 0 | 0 | 19.2405 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349073 | -577466 | 496032 | 307625 | -579658 | 473887 |
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{ "first_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 179, "offset": 246 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 179, "offset": 246 } } }
# | 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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