Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678983.332 | 611112.1612 | 67871.1708 | 112107.7572 | 113969.0421 | -1861.2848 |
Total P&L (%) | 678.9833 | 611.1122 | 67.8712 | 112.1078 | 113.969 | -1.8613 |
Avg Daily Profit (%) | 0.4234 | 0.3811 | 0.0423 | 0.0469 | 0.0474 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158955 | -138329 | -63959 | -493759 | -479817 | -338612 |
Profit Factor | 1.8593 | 2.2407 | 1.228 | 1.0453 | 1.0784 | 0.9982 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 37.5 | 29.4118 | 45.5882 | 37.5 | 29.4118 | 45.5882 |
Ratio Avg Win / Avg Loss | 3.0987 | 5.3777 | 1.4657 | 1.7421 | 2.5882 | 1.1914 |
Largest Winning Trade | 457651 | 457651 | 56609 | 510042 | 510042 | 195423 |
Largest Losing Trade | -27798 | -27798 | -24866 | -128140 | -120557 | -128140 |
Avg Bars in Trades | 23 | 26 | 19 | 23 | 26 | 19 |
Avg Bars in Winners | 40 | 52 | 32 | 40 | 52 | 32 |
Avg Bars in Losers | 12 | 15 | 9 | 12 | 15 | 9 |
Bars Traded | 3149 | 1805 | 1344 | 3149 | 1805 | 1344 |
Profit Streak | 0 | 0 | 42.0419 | 0 | 0 | 42.0419 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333106 | -105700 | -247213 | -304098 | -382242 | -689456 |
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{ "first_band": { "type": "alma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 4, "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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