Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154973.5832 | 82868.8071 | 72104.7761 | 204267.294 | 122001.0622 | 82266.2318 |
Total P&L (%) | 154.9736 | 82.8688 | 72.1048 | 204.2673 | 122.0011 | 82.2662 |
Avg Daily Profit (%) | 1.7852 | 0.9546 | 0.8306 | 1.2901 | 0.9229 | 0.6939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41015 | -19326 | -29500 | -46815 | -21800 | -33822 |
Profit Factor | 1.5692 | 1.5347 | 1.6148 | 1.6657 | 1.7103 | 1.609 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 185 | 89 | 96 | 185 | 89 | 96 |
Losing Trades | 190 | 98 | 92 | 190 | 98 | 92 |
Profitability (%) | 49.3333 | 47.5936 | 51.0638 | 49.3333 | 47.5936 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.6116 | 1.6899 | 1.5475 | 1.7107 | 1.8832 | 1.542 |
Largest Winning Trade | 82525 | 82525 | 58810 | 127055 | 127055 | 57014 |
Largest Losing Trade | -7583 | -7583 | -6760 | -7725 | -7725 | -6754 |
Avg Bars in Trades | 65 | 87 | 44 | 65 | 87 | 44 |
Avg Bars in Winners | 68 | 93 | 46 | 68 | 93 | 46 |
Avg Bars in Losers | 62 | 81 | 42 | 62 | 81 | 42 |
Bars Traded | 24660 | 16278 | 8381 | 24660 | 16278 | 8381 |
Profit Streak | 0.076 | 0 | 0.2566 | 0.076 | 0 | 0.2566 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444165 | 469944 | 387616 | 440028 | 490977 | 353614 |
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 49, "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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