Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503520.5491 | 419005.5889 | 84514.9602 | 542636.8676 | 352768.9959 | 189867.8717 |
Total P&L (%) | 503.5205 | 419.0056 | 84.515 | 542.6369 | 352.769 | 189.8679 |
Avg Daily Profit (%) | 0.2136 | 0.1777 | 0.0358 | 0.0789 | 0.0641 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110212 | -35345 | -121235 | -502671 | -202153 | -306988 |
Profit Factor | 2.0529 | 3.2999 | 1.2855 | 1.3063 | 1.515 | 1.1747 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 48.4848 | 51.5152 | 45.4545 | 48.4848 | 51.5152 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.1812 | 3.1058 | 1.5426 | 1.3879 | 1.4258 | 1.4097 |
Largest Winning Trade | 248174 | 248174 | 67701 | 270640 | 231017 | 270640 |
Largest Losing Trade | -50770 | -32082 | -50770 | -224037 | -140779 | -224037 |
Avg Bars in Trades | 206 | 195 | 216 | 206 | 195 | 216 |
Avg Bars in Winners | 275 | 234 | 321 | 275 | 234 | 321 |
Avg Bars in Losers | 141 | 155 | 129 | 141 | 155 | 129 |
Bars Traded | 13617 | 6466 | 7151 | 13617 | 6466 | 7151 |
Profit Streak | 0 | 0 | 41.9548 | 0 | 0 | 41.9548 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117033 | 500794 | -145149 | -216109 | -105809 | -162178 |
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{ "first_band": { "type": "alma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.13402 } } }
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# | 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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