Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817705.7153 | 474616.7783 | 343088.937 | 10147401.6527 | 2199542.0867 | 7947859.566 |
Total P&L (%) | 817.7057 | 474.6168 | 343.0889 | 10147.4017 | 2199.5421 | 7947.8596 |
Avg Daily Profit (%) | 0.4495 | 0.2609 | 0.1886 | 0.2548 | 0.1725 | 0.2415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66860 | -84218 | -35738 | -4594161 | -4657272 | -3216020 |
Profit Factor | 2.6737 | 2.5961 | 2.7945 | 1.4483 | 1.1841 | 1.7437 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 55 | 19 | 36 | 55 | 19 | 36 |
Losing Trades | 56 | 36 | 20 | 56 | 36 | 20 |
Profitability (%) | 49.5496 | 34.5455 | 64.2857 | 49.5496 | 34.5455 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.7223 | 4.9189 | 1.5525 | 1.4747 | 2.2436 | 0.9687 |
Largest Winning Trade | 305368 | 305368 | 58843 | 3783871 | 3783871 | 2597758 |
Largest Losing Trade | -35738 | -23553 | -35738 | -3216020 | -1354565 | -3216020 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 44 | 48 | 42 | 44 | 48 | 42 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 3597 | 1655 | 1942 | 3597 | 1655 | 1942 |
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 | 554067 | -173250 | -165346 | 346201 | -195424 | -169282 |
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{ "first_band": { "type": "alma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 35, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 35, "offset": 0, "scalar": 3 } } }
# | 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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