Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2853444.8419 | 3057787.6852 | -204342.8433 | -70894.7623 | 55073.925 | -125968.6873 |
Total P&L (%) | 2853.4448 | 3057.7877 | -204.3428 | -70.8948 | 55.0739 | -125.9687 |
Avg Daily Profit (%) | 1.4532 | 1.5573 | -0.1041 | -0.0628 | 0.0223 | 0 |
Buy And Hold Return (%) | 1640.367 | 1640.367 | 1640.367 | 1640.367 | 1640.367 | 1640.367 |
Max Trade Drawdown | -297525 | -86640 | -324620 | -167183 | -53094 | -194548 |
Profit Factor | 4.5118 | 10.2091 | 0.5747 | 0.8136 | 1.3807 | 0.4655 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 43.617 | 44.6809 | 42.5532 | 43.617 | 44.6809 | 42.5532 |
Ratio Avg Win / Avg Loss | 5.8324 | 12.6399 | 0.7759 | 1.0517 | 1.7094 | 0.6284 |
Largest Winning Trade | 3088371 | 3088371 | 52101 | 65833 | 65833 | 26067 |
Largest Losing Trade | -66759 | -50724 | -66759 | -52059 | -42837 | -52059 |
Avg Bars in Trades | 79 | 74 | 85 | 79 | 74 | 85 |
Avg Bars in Winners | 103 | 88 | 119 | 103 | 88 | 119 |
Avg Bars in Losers | 61 | 63 | 60 | 61 | 63 | 60 |
Bars Traded | 7518 | 3497 | 4021 | 7518 | 3497 | 4021 |
Profit Streak | 0 | 0 | 587.8148 | 0 | 0 | 587.8148 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371263 | 452492 | -582634 | -581342 | -329087 | -582634 |
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{ "first_band": { "type": "kcb", "factors": { "length": 204, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 204, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 40, "offset": 0 } } }
# | 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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