Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514331.0836 | 1647777.5745 | -133446.4909 | -58075.1336 | 153259.7277 | -211334.8614 |
Total P&L (%) | 1514.3311 | 1647.7776 | -133.4465 | -58.0751 | 153.2597 | -211.3349 |
Avg Daily Profit (%) | 0.642 | 0.6986 | -0.0566 | -0.0368 | 0.0394 | 0 |
Buy And Hold Return (%) | 476.3645 | 476.3645 | 476.3645 | 476.3645 | 476.3645 | 476.3645 |
Max Trade Drawdown | -211648 | -164911 | -138715 | -936590 | -518315 | -457838 |
Profit Factor | 2.9984 | 5.8119 | 0.6787 | 0.9609 | 1.2227 | 0.7346 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 30.6452 | 32.2581 | 29.0323 | 30.6452 | 32.2581 | 29.0323 |
Ratio Avg Win / Avg Loss | 6.7858 | 12.205 | 1.6591 | 2.1746 | 2.5677 | 1.7956 |
Largest Winning Trade | 1533866 | 1533866 | 57026 | 581669 | 581669 | 289901 |
Largest Losing Trade | -70797 | -44618 | -70797 | -212268 | -212268 | -203949 |
Avg Bars in Trades | 223 | 186 | 259 | 223 | 186 | 259 |
Avg Bars in Winners | 386 | 327 | 452 | 386 | 327 | 452 |
Avg Bars in Losers | 151 | 120 | 180 | 151 | 120 | 180 |
Bars Traded | 13842 | 5790 | 8052 | 13842 | 5790 | 8052 |
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 | -151714 | 397678 | -590083 | -744304 | -312264 | -590083 |
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{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 177 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 177 } }, "second_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 1 } } }
# | 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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