Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452123.9653 | 341722.3887 | 110401.5767 | 1464867.9217 | 830312.008 | 634555.9136 |
Total P&L (%) | 452.124 | 341.7224 | 110.4016 | 1464.8679 | 830.312 | 634.5559 |
Avg Daily Profit (%) | 0.3168 | 0.2394 | 0.0774 | 0.1929 | 0.1564 | 0.1398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94166 | -56442 | -87648 | -221198 | -116179 | -176049 |
Profit Factor | 2.4037 | 3.1114 | 1.6889 | 3.3767 | 3.3928 | 3.356 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 60.241 | 48.7805 | 71.4286 | 60.241 | 48.7805 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.5864 | 3.2669 | 0.6756 | 2.2286 | 3.5624 | 1.3424 |
Largest Winning Trade | 157760 | 157760 | 28069 | 485351 | 485351 | 178667 |
Largest Losing Trade | -48711 | -29936 | -48711 | -104957 | -104957 | -90628 |
Avg Bars in Trades | 59 | 72 | 47 | 59 | 72 | 47 |
Avg Bars in Winners | 61 | 80 | 49 | 61 | 80 | 49 |
Avg Bars in Losers | 57 | 64 | 44 | 57 | 64 | 44 |
Bars Traded | 4977 | 2978 | 1999 | 4977 | 2978 | 1999 |
Profit Streak | 49.7065 | 0 | 231.7065 | 49.7065 | 0 | 231.7065 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507253 | 484723 | -84998 | 551735 | 493722 | 128996 |
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{ "first_band": { "type": "alma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 117, "offset": 124 } } }
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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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