Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1211353.0203 | -31534.0573 | -1179818.963 | -52289.2524 | 3845452.8911 | -3897742.1435 |
Total P&L (%) | -1211.353 | -31.5341 | -1179.819 | -52.2893 | 3845.4529 | -3897.7421 |
Avg Daily Profit (%) | -0.6456 | -0.0168 | -0.6288 | -0.0394 | 0.1961 | 0 |
Buy And Hold Return (%) | 390.0515 | 390.0515 | 390.0515 | 390.0515 | 390.0515 | 390.0515 |
Max Trade Drawdown | -1305398 | -262343 | -1215760 | -5268611 | -809981 | -5347243 |
Profit Factor | 0.3652 | 0.9254 | 0.2056 | 0.9942 | 2.9025 | 0.4465 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 52 | 23 | 29 | 50 | 28 | 22 |
Losing Trades | 44 | 25 | 19 | 46 | 20 | 26 |
Profitability (%) | 54.1667 | 47.9167 | 60.4167 | 52.0833 | 58.3333 | 45.8333 |
Ratio Avg Win / Avg Loss | 0.309 | 1.0059 | 0.1347 | 0.9147 | 2.0732 | 0.5277 |
Largest Winning Trade | 84096 | 84096 | 30072 | 2273811 | 2273811 | 1298978 |
Largest Losing Trade | -561524 | -57445 | -561524 | -3457527 | -769312 | -3457527 |
Avg Bars in Trades | 230 | 282 | 178 | 230 | 282 | 178 |
Avg Bars in Winners | 144 | 173 | 122 | 275 | 331 | 204 |
Avg Bars in Losers | 331 | 382 | 264 | 181 | 214 | 155 |
Bars Traded | 22119 | 13556 | 8563 | 22119 | 13556 | 8563 |
Profit Streak | 41.0387 | 49.2054 | 41.0387 | 41.0387 | 49.2054 | 41.0387 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578994 | -579269 | -578789 | -579264 | 550014 | -581760 |
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{ "first_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 234, "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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