Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479404.1923 | 201176.2883 | 278227.904 | 1570510.6413 | 39016.7477 | 1531493.8935 |
Total P&L (%) | 479.4042 | 201.1763 | 278.2279 | 1570.5106 | 39.0167 | 1531.4939 |
Avg Daily Profit (%) | 0.2873 | 0.1206 | 0.1668 | 0.1689 | 0.0197 | 0.1675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124725 | -149502 | -27551 | -556615 | -637011 | -25498 |
Profit Factor | 2.6151 | 1.788 | 7.6981 | 2.0839 | 1.0283 | 23.5258 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 80.4878 | 75.6098 | 85.3659 | 80.4878 | 75.6098 | 85.3659 |
Ratio Avg Win / Avg Loss | 0.634 | 0.5768 | 1.3197 | 0.5052 | 0.3317 | 4.033 |
Largest Winning Trade | 119821 | 119821 | 39292 | 190413 | 183990 | 190413 |
Largest Losing Trade | -61699 | -61699 | -26992 | -556615 | -556615 | -25085 |
Avg Bars in Trades | 37 | 51 | 23 | 37 | 51 | 23 |
Avg Bars in Winners | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Losers | 117 | 150 | 62 | 117 | 150 | 62 |
Bars Traded | 3098 | 2131 | 967 | 3098 | 2131 | 967 |
Profit Streak | 60.4824 | 60.4824 | 347.4824 | 60.4824 | 60.4824 | 347.4824 |
Trades During Streak | 7 | 3 | 15 | 7 | 3 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273766 | -26680 | 757198 | 215423 | -355154 | 812422 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 150, "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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