Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98827.9533 | 24178.1172 | 74649.836 | 110642.7746 | 17780.6519 | 92862.1227 |
Total P&L (%) | 98.828 | 24.1781 | 74.6498 | 110.6428 | 17.7807 | 92.8621 |
Avg Daily Profit (%) | 0.3795 | 0.0928 | 0.2867 | 0.2865 | 0.0629 | 0.2525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46809 | -32259 | -27780 | -112094 | -66671 | -66760 |
Profit Factor | 1.3679 | 1.142 | 1.7586 | 1.2087 | 1.0547 | 1.453 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 140 | 68 | 72 | 140 | 68 | 72 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 65.1163 | 62.963 | 67.2897 | 65.1163 | 62.963 | 67.2897 |
Ratio Avg Win / Avg Loss | 0.7328 | 0.6718 | 0.8549 | 0.6475 | 0.6204 | 0.7063 |
Largest Winning Trade | 12143 | 10189 | 12143 | 22899 | 19088 | 22899 |
Largest Losing Trade | -31783 | -31783 | -20204 | -47456 | -36495 | -47456 |
Avg Bars in Trades | 114 | 122 | 107 | 114 | 122 | 107 |
Avg Bars in Winners | 84 | 79 | 88 | 84 | 79 | 88 |
Avg Bars in Losers | 171 | 193 | 146 | 171 | 193 | 146 |
Bars Traded | 24719 | 13180 | 11539 | 24719 | 13180 | 11539 |
Profit Streak | 2.2184 | 6.458 | 0 | 2.2184 | 6.458 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280839 | -137920 | 341810 | 217198 | -278238 | 287958 |
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{ "first_band": { "type": "midprice", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 147, "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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