Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1693750.2317 | 1578782.1421 | 114968.0895 | 6584653.2558 | 1746983.9289 | 4837669.3269 |
Total P&L (%) | 1693.7502 | 1578.7821 | 114.9681 | 6584.6533 | 1746.9839 | 4837.6693 |
Avg Daily Profit (%) | 0.7456 | 0.695 | 0.0506 | 0.1852 | 0.1284 | 0.1718 |
Buy And Hold Return (%) | 173.9247 | 173.9247 | 173.9247 | 173.9247 | 173.9247 | 173.9247 |
Max Trade Drawdown | -98364 | -62379 | -85348 | -15520940 | -9837193 | -6833138 |
Profit Factor | 4.7626 | 9.2292 | 1.4451 | 1.2152 | 1.1101 | 1.3283 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.6844 | 11.6904 | 1.6257 | 1.4503 | 1.4061 | 1.4944 |
Largest Winning Trade | 1153949 | 1153949 | 64963 | 6975464 | 6975464 | 5130583 |
Largest Losing Trade | -41748 | -34336 | -41748 | -7164100 | -7164100 | -3218135 |
Avg Bars in Trades | 127 | 123 | 132 | 127 | 123 | 132 |
Avg Bars in Winners | 194 | 183 | 204 | 194 | 183 | 204 |
Avg Bars in Losers | 72 | 75 | 68 | 72 | 75 | 68 |
Bars Traded | 8700 | 4188 | 4512 | 8700 | 4188 | 4512 |
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 | -95171 | 665700 | -290186 | -108017 | -122865 | 248134 |
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{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 72, "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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