Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1825379.5012 | 1992923.7956 | -167544.2945 | -88550.6142 | 1014221.5904 | -1102772.2046 |
Total P&L (%) | 1825.3795 | 1992.9238 | -167.5443 | -88.5506 | 1014.2216 | -1102.7722 |
Avg Daily Profit (%) | 0.8079 | 0.882 | -0.0742 | -0.0959 | 0.1068 | 0 |
Buy And Hold Return (%) | 266.3978 | 266.3978 | 266.3978 | 266.3978 | 266.3978 | 266.3978 |
Max Trade Drawdown | -364018 | -216605 | -245948 | -3514672 | -2310138 | -1836975 |
Profit Factor | 2.4916 | 3.8654 | 0.6829 | 0.9837 | 1.3358 | 0.5451 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 35.3933 | 29.2135 | 41.573 | 35.3933 | 29.2135 | 41.573 |
Ratio Avg Win / Avg Loss | 4.5481 | 9.3663 | 0.9597 | 1.7957 | 3.2367 | 0.7661 |
Largest Winning Trade | 1832066 | 1832066 | 46048 | 3052890 | 3052890 | 578889 |
Largest Losing Trade | -54699 | -42329 | -54699 | -975411 | -795570 | -975411 |
Avg Bars in Trades | 74 | 88 | 61 | 74 | 88 | 61 |
Avg Bars in Winners | 120 | 172 | 84 | 120 | 172 | 84 |
Avg Bars in Losers | 49 | 53 | 44 | 49 | 53 | 44 |
Bars Traded | 13314 | 7871 | 5443 | 13314 | 7871 | 5443 |
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 | 470695 | 311023 | -584371 | -582748 | -62595 | -584371 |
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{ "first_band": { "type": "alma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 198, "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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