Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6336003.2351 | 6480044.3754 | -144041.1403 | -50379.941 | 1954524.2011 | -2004904.1421 |
Total P&L (%) | 6336.0032 | 6480.0444 | -144.0411 | -50.3799 | 1954.5242 | -2004.9041 |
Avg Daily Profit (%) | 2.6802 | 2.7411 | -0.0609 | -0.0296 | 0.1279 | 0 |
Buy And Hold Return (%) | 449.5306 | 449.5306 | 449.5306 | 449.5306 | 449.5306 | 449.5306 |
Max Trade Drawdown | -316970 | -218338 | -169998 | -3642946 | -1672742 | -2019591 |
Profit Factor | 10.9722 | 17.9198 | 0.4293 | 0.9875 | 2.0399 | 0.0691 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 33.3333 | 35.1351 | 31.5789 | 33.3333 | 35.1351 | 31.5789 |
Ratio Avg Win / Avg Loss | 21.9444 | 33.0826 | 0.9301 | 1.975 | 3.7659 | 0.1496 |
Largest Winning Trade | 6668209 | 6668209 | 51987 | 3638009 | 3638009 | 94815 |
Largest Losing Trade | -50736 | -50736 | -39988 | -1206386 | -827611 | -1206386 |
Avg Bars in Trades | 56 | 92 | 20 | 56 | 92 | 20 |
Avg Bars in Winners | 84 | 131 | 33 | 84 | 131 | 33 |
Avg Bars in Losers | 41 | 71 | 14 | 41 | 71 | 14 |
Bars Traded | 4206 | 3414 | 792 | 4206 | 3414 | 792 |
Profit Streak | 0 | 102.1239 | 0 | 0 | 102.1239 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44432 | 668235 | -587650 | -645759 | -24651 | -587650 |
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{ "first_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 12, "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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