Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002550.8896 | 931134.3888 | 71416.5009 | 2862527.5929 | 3932844.1131 | -1070316.5202 |
Total P&L (%) | 1002.5509 | 931.1344 | 71.4165 | 2862.5276 | 3932.8441 | -1070.3165 |
Avg Daily Profit (%) | 0.462 | 0.4291 | 0.0329 | 0.1563 | 0.1705 | 0 |
Buy And Hold Return (%) | 386.9976 | 386.9976 | 386.9976 | 386.9976 | 386.9976 | 386.9976 |
Max Trade Drawdown | -166422 | -139722 | -64640 | -6732897 | -5802909 | -2282413 |
Profit Factor | 3.2034 | 4.103 | 1.461 | 1.2066 | 1.4295 | 0.7722 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 38.7097 | 50 | 44.4444 | 38.7097 | 50 |
Ratio Avg Win / Avg Loss | 4.0042 | 6.4964 | 1.461 | 1.5083 | 2.2635 | 0.7722 |
Largest Winning Trade | 458227 | 458227 | 53738 | 4166146 | 4166146 | 653760 |
Largest Losing Trade | -33466 | -33466 | -28611 | -1537488 | -1537488 | -1049210 |
Avg Bars in Trades | 201 | 324 | 82 | 201 | 324 | 82 |
Avg Bars in Winners | 282 | 518 | 105 | 282 | 518 | 105 |
Avg Bars in Losers | 136 | 201 | 59 | 136 | 201 | 59 |
Bars Traded | 12689 | 10055 | 2634 | 12689 | 10055 | 2634 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140513 | 306725 | -313671 | -145149 | 192299 | -580810 |
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{ "first_band": { "type": "alma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 171, "offset": 44, "scalar": 3 } } }
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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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