Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498326.9691 | 500928.1316 | -2601.1624 | -516041.2586 | -328054.186 | -187987.0726 |
Total P&L (%) | 498.327 | 500.9281 | -2.6012 | -516.0413 | -328.0542 | -187.9871 |
Avg Daily Profit (%) | 0.2663 | 0.2677 | -0.0014 | 0 | 0 | 0 |
Buy And Hold Return (%) | 72.0596 | 72.0596 | 72.0596 | 72.0596 | 72.0596 | 72.0596 |
Max Trade Drawdown | -139708 | -83158 | -68213 | -397324 | -305504 | -107319 |
Profit Factor | 1.8552 | 2.9887 | 0.9921 | 0.3421 | 0.3339 | 0.356 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 18 | 15 | 24 | 11 | 13 |
Losing Trades | 25 | 11 | 14 | 34 | 18 | 16 |
Profitability (%) | 56.8966 | 62.069 | 51.7241 | 41.3793 | 37.931 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.4055 | 1.8264 | 0.926 | 0.4847 | 0.5464 | 0.4382 |
Largest Winning Trade | 188203 | 188203 | 68948 | 42111 | 42111 | 29956 |
Largest Losing Trade | -128658 | -53052 | -128658 | -150491 | -150491 | -128658 |
Avg Bars in Trades | 58 | 72 | 44 | 58 | 72 | 44 |
Avg Bars in Winners | 76 | 87 | 63 | 34 | 48 | 23 |
Avg Bars in Losers | 35 | 48 | 25 | 75 | 87 | 62 |
Bars Traded | 3411 | 2113 | 1298 | 3411 | 2113 | 1298 |
Profit Streak | 216.6926 | 216.6926 | 320.1926 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166632 | 617732 | -579243 | -763630 | -585526 | -582844 |
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "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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