Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794777.3197 | 853046.1012 | -58268.7815 | 14768.3353 | 177655.7829 | -162887.4476 |
Total P&L (%) | 794.7773 | 853.0461 | -58.2688 | 14.7683 | 177.6558 | -162.8874 |
Avg Daily Profit (%) | 0.4401 | 0.4723 | -0.0323 | 0.0076 | 0.0566 | 0 |
Buy And Hold Return (%) | 331.0393 | 331.0393 | 331.0393 | 331.0393 | 331.0393 | 331.0393 |
Max Trade Drawdown | -165209 | -153582 | -62301 | -756435 | -743926 | -286851 |
Profit Factor | 1.8217 | 2.2796 | 0.8061 | 1.0042 | 1.0703 | 0.8403 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 44.1026 | 38.1443 | 50 | 44.1026 | 38.1443 | 50 |
Ratio Avg Win / Avg Loss | 2.3089 | 3.6967 | 0.8061 | 1.2727 | 1.7357 | 0.8403 |
Largest Winning Trade | 448856 | 448856 | 20652 | 675974 | 675974 | 97044 |
Largest Losing Trade | -45214 | -45214 | -27240 | -238903 | -238903 | -173442 |
Avg Bars in Trades | 108 | 179 | 38 | 108 | 179 | 38 |
Avg Bars in Winners | 154 | 301 | 42 | 154 | 301 | 42 |
Avg Bars in Losers | 73 | 104 | 34 | 73 | 104 | 34 |
Bars Traded | 21214 | 17439 | 3775 | 21214 | 17439 | 3775 |
Profit Streak | 22.273 | 0 | 28.4397 | 22.273 | 0 | 28.4397 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309789 | 227236 | -580530 | -565084 | -430111 | -580530 |
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{ "first_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 35, "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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