Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1278531.0754 | 1162139.6222 | 116391.4533 | 5137432.2426 | 4821171.8086 | 316260.4339 |
Total P&L (%) | 1278.5311 | 1162.1396 | 116.3915 | 5137.4322 | 4821.1718 | 316.2604 |
Avg Daily Profit (%) | 0.6812 | 0.6191 | 0.062 | 0.2111 | 0.2078 | 0.076 |
Buy And Hold Return (%) | 280.5635 | 280.5635 | 280.5635 | 280.5635 | 280.5635 | 280.5635 |
Max Trade Drawdown | -122865 | -44852 | -88056 | -17328563 | -6797158 | -10531404 |
Profit Factor | 4.2457 | 6.8472 | 1.5964 | 1.186 | 1.3312 | 1.0242 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 55.1724 | 51.7241 | 58.6207 | 55.1724 | 51.7241 | 58.6207 |
Ratio Avg Win / Avg Loss | 3.4496 | 6.3907 | 1.1269 | 0.9636 | 1.2425 | 0.723 |
Largest Winning Trade | 883008 | 883008 | 54333 | 5512512 | 5512512 | 4196990 |
Largest Losing Trade | -43413 | -38926 | -43413 | -5821079 | -5821079 | -5619183 |
Avg Bars in Trades | 90 | 104 | 76 | 90 | 104 | 76 |
Avg Bars in Winners | 126 | 145 | 109 | 126 | 145 | 109 |
Avg Bars in Losers | 46 | 60 | 29 | 46 | 60 | 29 |
Bars Traded | 5253 | 3032 | 2221 | 5253 | 3032 | 2221 |
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 | -161164 | 655957 | -272947 | -188286 | 307700 | -412155 |
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{ "first_band": { "type": "alma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 235, "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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