Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40482.8271 | 17147.4631 | 23335.3639 | 43752.0756 | 16470.1965 | 27281.8791 |
Total P&L (%) | 40.4828 | 17.1475 | 23.3354 | 43.7521 | 16.4702 | 27.2819 |
Avg Daily Profit (%) | 0.7773 | 0.3293 | 0.4481 | 0.6993 | 0.2932 | 0.4643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15291 | -15782 | -7771 | -19965 | -21141 | -10129 |
Profit Factor | 1.4286 | 1.302 | 1.6194 | 1.3596 | 1.222 | 1.5745 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 58.0645 | 56.4516 | 59.6774 | 58.0645 | 56.4516 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.0318 | 1.0044 | 1.0942 | 0.9819 | 0.9427 | 1.0638 |
Largest Winning Trade | 7557 | 7509 | 7557 | 7954 | 7636 | 7954 |
Largest Losing Trade | -10874 | -10874 | -4695 | -13989 | -13989 | -6037 |
Avg Bars in Trades | 193 | 232 | 155 | 193 | 232 | 155 |
Avg Bars in Winners | 135 | 157 | 115 | 135 | 157 | 115 |
Avg Bars in Losers | 274 | 329 | 214 | 274 | 329 | 214 |
Bars Traded | 24025 | 14394 | 9631 | 24025 | 14394 | 9631 |
Profit Streak | 3.0983 | 4.0962 | 3.0983 | 3.0983 | 4.0962 | 3.0983 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358837 | -155038 | -148729 | 270105 | -157953 | -147750 |
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{ "first_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 206, "offset": 0 } } }
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# | 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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