Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419584.2828 | 407250.3899 | 12333.8929 | 32896.4721 | 26577.9279 | 6318.5442 |
Total P&L (%) | 419.5843 | 407.2504 | 12.3339 | 32.8965 | 26.5779 | 6.3185 |
Avg Daily Profit (%) | 0.2593 | 0.2517 | 0.0076 | 0.0176 | 0.0146 | 0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187229 | -196061 | -7384 | -1805692 | -1831555 | -96087 |
Profit Factor | 2.0813 | 2.1244 | 1.4775 | 1.0118 | 1.01 | 1.0453 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 53.3333 | 50 | 56.6667 | 53.3333 | 50 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.8212 | 2.1244 | 1.1299 | 0.8853 | 1.01 | 0.7993 |
Largest Winning Trade | 323821 | 323821 | 8001 | 969656 | 969656 | 39833 |
Largest Losing Trade | -53207 | -53207 | -6145 | -960027 | -960027 | -51678 |
Avg Bars in Trades | 317 | 632 | 3 | 317 | 632 | 3 |
Avg Bars in Winners | 209 | 442 | 3 | 209 | 442 | 3 |
Avg Bars in Losers | 442 | 822 | 2 | 442 | 822 | 2 |
Bars Traded | 19072 | 18979 | 93 | 19072 | 18979 | 93 |
Profit Streak | 505.2711 | 0 | 505.3545 | 505.2711 | 0 | 505.3545 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160398 | 434005 | -272962 | -553918 | -386332 | -524236 |
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 155, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 155, "scalar": 5 } }, "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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