Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322956.9899 | 275595.1614 | 47361.8286 | -42094.4125 | -92931.017 | 50836.6045 |
Total P&L (%) | 322.957 | 275.5952 | 47.3618 | -42.0944 | -92.931 | 50.8366 |
Avg Daily Profit (%) | 0.1842 | 0.1572 | 0.027 | -0.0312 | -0.151 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254266 | -228460 | -105818 | -1135805 | -945824 | -246115 |
Profit Factor | 1.2494 | 1.3407 | 1.0975 | 0.9816 | 0.943 | 1.0777 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 51.9084 | 50.3817 | 53.4351 | 51.9084 | 50.3817 | 53.4351 |
Ratio Avg Win / Avg Loss | 1.1576 | 1.3204 | 0.9564 | 0.9094 | 0.9287 | 0.9392 |
Largest Winning Trade | 219425 | 219425 | 24573 | 599854 | 599854 | 185688 |
Largest Losing Trade | -50321 | -50321 | -38481 | -397142 | -397142 | -96074 |
Avg Bars in Trades | 78 | 97 | 60 | 78 | 97 | 60 |
Avg Bars in Winners | 63 | 78 | 49 | 63 | 78 | 49 |
Avg Bars in Losers | 96 | 117 | 73 | 96 | 117 | 73 |
Bars Traded | 20689 | 12773 | 7916 | 20689 | 12773 | 7916 |
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 | 319642 | 267505 | -273092 | -579159 | -580935 | -299267 |
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{ "first_band": { "type": "kcl", "factors": { "length": 184, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 87, "offset": 0 } } }
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# | 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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