Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349837.9732 | 294524.8222 | 55313.151 | 18773.1423 | 149293.4302 | -130520.2879 |
Total P&L (%) | 349.838 | 294.5248 | 55.3132 | 18.7731 | 149.2934 | -130.5203 |
Avg Daily Profit (%) | 0.1819 | 0.1531 | 0.0288 | 0.0089 | 0.0475 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148364 | -132536 | -62627 | -407851 | -275644 | -185726 |
Profit Factor | 1.6586 | 1.9432 | 1.2526 | 1.0164 | 1.231 | 0.7397 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.7692 | 2.0728 | 1.3362 | 1.0841 | 1.3131 | 0.7891 |
Largest Winning Trade | 319096 | 319096 | 48340 | 358446 | 358446 | 77333 |
Largest Losing Trade | -50565 | -50565 | -33766 | -142477 | -101124 | -142477 |
Avg Bars in Trades | 58 | 71 | 46 | 58 | 71 | 46 |
Avg Bars in Winners | 77 | 100 | 55 | 77 | 100 | 55 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 3635 | 2202 | 1433 | 3635 | 2202 | 1433 |
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 | -148519 | 368779 | -156315 | -550250 | -130476 | -581445 |
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{ "first_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "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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