Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1434379.155 | -54143.7449 | -1380235.4101 | -133966.0832 | 6915095.14 | -7049061.2232 |
Total P&L (%) | -1434.3792 | -54.1437 | -1380.2354 | -133.9661 | 6915.0951 | -7049.0612 |
Avg Daily Profit (%) | -0.6887 | -0.026 | -0.6627 | 0 | 0.2043 | 0 |
Buy And Hold Return (%) | 86.4271 | 86.4271 | 86.4271 | 86.4271 | 86.4271 | 86.4271 |
Max Trade Drawdown | -1639446 | -138690 | -1536239 | -11257836 | -952634 | -15463093 |
Profit Factor | 0.3776 | 0.834 | 0.3023 | 0.9944 | 3.0063 | 0.6555 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 95 | 43 | 52 | 96 | 56 | 40 |
Losing Trades | 90 | 50 | 40 | 89 | 37 | 52 |
Profitability (%) | 51.3514 | 46.2366 | 56.5217 | 51.8919 | 60.2151 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.3577 | 0.9697 | 0.2326 | 0.9219 | 1.9863 | 0.8522 |
Largest Winning Trade | 48420 | 21984 | 48420 | 4463709 | 1080844 | 4463709 |
Largest Losing Trade | -1085759 | -25013 | -1085759 | -10107497 | -831595 | -10107497 |
Avg Bars in Trades | 132 | 20 | 245 | 132 | 20 | 245 |
Avg Bars in Winners | 105 | 19 | 175 | 118 | 20 | 256 |
Avg Bars in Losers | 160 | 20 | 336 | 146 | 18 | 237 |
Bars Traded | 24465 | 1869 | 22596 | 24465 | 1869 | 22596 |
Profit Streak | 0 | 0 | 120.79 | 3.1233 | 5.3733 | 0 |
Trades During Streak | 0 | 0 | 9 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579634 | -582269 | -578679 | -580595 | 569581 | -583622 |
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{ "first_band": { "type": "alma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 5 } } }
# | 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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