Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1449981.0381 | 1355921.3555 | 94059.6826 | 347339.7182 | -494006.6344 | 841346.3526 |
Total P&L (%) | 1449.981 | 1355.9214 | 94.0597 | 347.3397 | -494.0066 | 841.3464 |
Avg Daily Profit (%) | 0.6166 | 0.5766 | 0.04 | 0.0637 | 0 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102712 | -115060 | -111172 | -859211 | -1268143 | -213293 |
Profit Factor | 3.1172 | 4.7203 | 1.2936 | 1.0983 | 0.7745 | 1.6258 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 45.7627 | 42.3729 | 49.1525 | 45.7627 | 42.3729 | 49.1525 |
Ratio Avg Win / Avg Loss | 3.6944 | 6.4196 | 1.3382 | 1.3016 | 1.0533 | 1.6819 |
Largest Winning Trade | 1384723 | 1384723 | 63973 | 396711 | 364353 | 396711 |
Largest Losing Trade | -35130 | -25906 | -35130 | -285592 | -285592 | -204144 |
Avg Bars in Trades | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Winners | 102 | 100 | 103 | 102 | 100 | 103 |
Avg Bars in Losers | 58 | 62 | 55 | 58 | 62 | 55 |
Bars Traded | 9291 | 4641 | 4650 | 9291 | 4641 | 4650 |
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 | 583927 | -160799 | -316438 | -221600 | -758757 | -239128 |
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{ "first_band": { "type": "alma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 95, "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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