Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106961.8945 | 75552.4913 | 31409.4032 | 117136.2099 | 47373.834 | 69762.3759 |
Total P&L (%) | 106.9619 | 75.5525 | 31.4094 | 117.1362 | 47.3738 | 69.7624 |
Avg Daily Profit (%) | 2.0538 | 1.4507 | 0.6031 | 1.4999 | 0.7474 | 1.0214 |
Buy And Hold Return (%) | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 | 30.8002 |
Max Trade Drawdown | -63460 | -46244 | -23605 | -180005 | -130309 | -64595 |
Profit Factor | 1.539 | 1.5982 | 1.4355 | 1.248 | 1.1543 | 1.4218 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 94 | 38 | 56 | 94 | 38 | 56 |
Losing Trades | 147 | 82 | 65 | 147 | 82 | 65 |
Profitability (%) | 39.0041 | 31.6667 | 46.281 | 39.0041 | 31.6667 | 46.281 |
Ratio Avg Win / Avg Loss | 2.4068 | 3.4487 | 1.6662 | 1.9516 | 2.4909 | 1.6503 |
Largest Winning Trade | 53293 | 53293 | 12109 | 79599 | 79599 | 27322 |
Largest Losing Trade | -8148 | -8148 | -5784 | -23807 | -23807 | -14744 |
Avg Bars in Trades | 101 | 129 | 72 | 101 | 129 | 72 |
Avg Bars in Winners | 128 | 178 | 94 | 128 | 178 | 94 |
Avg Bars in Losers | 83 | 106 | 53 | 83 | 106 | 53 |
Bars Traded | 24341 | 15544 | 8796 | 24341 | 15544 | 8796 |
Profit Streak | 0 | 9.0086 | 0 | 0 | 9.0086 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314300 | 133508 | -150270 | 243520 | -56105 | 216806 |
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{ "first_band": { "type": "kcl", "factors": { "length": 245, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 55, "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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