Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520638.2452 | 636600.9574 | -115962.7122 | -89256.359 | 141616.5893 | -230872.9483 |
Total P&L (%) | 520.6382 | 636.601 | -115.9627 | -89.2564 | 141.6166 | -230.8729 |
Avg Daily Profit (%) | 0.2728 | 0.3336 | -0.0608 | -0.1168 | 0.0462 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -353015 | -243947 | -140202 | -985418 | -756339 | -261622 |
Profit Factor | 1.8113 | 2.6119 | 0.5301 | 0.9457 | 1.1211 | 0.5134 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 43.1579 | 42.5532 | 43.75 | 43.1579 | 42.5532 | 43.75 |
Ratio Avg Win / Avg Loss | 2.3857 | 3.5261 | 0.6815 | 1.2456 | 1.5134 | 0.6601 |
Largest Winning Trade | 866506 | 866506 | 15483 | 893093 | 893093 | 64596 |
Largest Losing Trade | -46701 | -34244 | -46701 | -231039 | -231039 | -108666 |
Avg Bars in Trades | 57 | 99 | 16 | 57 | 99 | 16 |
Avg Bars in Winners | 70 | 128 | 15 | 70 | 128 | 15 |
Avg Bars in Losers | 47 | 78 | 17 | 47 | 78 | 17 |
Bars Traded | 5479 | 4674 | 805 | 5479 | 4674 | 805 |
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 | 348794 | 408450 | -582842 | -581518 | -220230 | -582842 |
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{ "first_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 83, "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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