Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1151399.3918 | -117181.7113 | -1034217.6805 | -86111.9348 | 1494231.0999 | -1580343.0348 |
Total P&L (%) | -1151.3994 | -117.1817 | -1034.2177 | -86.1119 | 1494.2311 | -1580.343 |
Avg Daily Profit (%) | -0.6199 | -0.0631 | -0.5569 | -0.1062 | 0.1492 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1175414 | -201491 | -1047739 | -3027754 | -1069481 | -2766799 |
Profit Factor | 0.333 | 0.6841 | 0.2369 | 0.9863 | 1.6391 | 0.5999 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 15 | 24 | 37 | 20 | 17 |
Losing Trades | 40 | 24 | 16 | 42 | 19 | 23 |
Profitability (%) | 49.3671 | 38.4615 | 60 | 46.8354 | 51.2821 | 42.5 |
Ratio Avg Win / Avg Loss | 0.3416 | 1.0946 | 0.158 | 1.1196 | 1.5571 | 0.8117 |
Largest Winning Trade | 48283 | 39499 | 48283 | 879720 | 819324 | 879720 |
Largest Losing Trade | -1020789 | -43020 | -1020789 | -1072598 | -810159 | -1072598 |
Avg Bars in Trades | 90 | 89 | 92 | 90 | 89 | 92 |
Avg Bars in Winners | 66 | 77 | 59 | 94 | 78 | 114 |
Avg Bars in Losers | 114 | 96 | 141 | 87 | 100 | 76 |
Bars Traded | 7168 | 3474 | 3694 | 7168 | 3474 | 3694 |
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 | -612301 | -583577 | -579453 | -611619 | 354079 | -583666 |
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{ "first_band": { "type": "alma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 1 } } }
# | 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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