Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178998.6222 | 298702.6214 | -119703.9992 | -98399.8188 | 41722.481 | -140122.2998 |
Total P&L (%) | 178.9986 | 298.7026 | -119.704 | -98.3998 | 41.7225 | -140.1223 |
Avg Daily Profit (%) | 0.0906 | 0.1511 | -0.0606 | -0.209 | 0.0176 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139414 | -167625 | -172952 | -140765 | -76538 | -150348 |
Profit Factor | 1.1522 | 1.4318 | 0.7529 | 0.7499 | 1.2313 | 0.3424 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 62.5984 | 62.9921 | 62.2047 | 62.5984 | 62.9921 | 62.2047 |
Ratio Avg Win / Avg Loss | 0.6884 | 0.8412 | 0.4574 | 0.4481 | 0.7234 | 0.208 |
Largest Winning Trade | 93095 | 93095 | 13789 | 51215 | 51215 | 8773 |
Largest Losing Trade | -93001 | -81635 | -93001 | -125286 | -56899 | -125286 |
Avg Bars in Trades | 30 | 54 | 6 | 30 | 54 | 6 |
Avg Bars in Winners | 16 | 26 | 5 | 16 | 26 | 5 |
Avg Bars in Losers | 54 | 101 | 8 | 54 | 101 | 8 |
Bars Traded | 7769 | 6915 | 854 | 7769 | 6915 | 854 |
Profit Streak | 0 | 520.2394 | 0 | 0 | 520.2394 | 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 | -123895 | 305159 | -579135 | -577815 | -171304 | -579135 |
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 24, "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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