Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -719709.1445 | 67008.2277 | -786717.3722 | 1843334.3761 | -6771039.3001 | 8614373.6762 |
Total P&L (%) | -719.7091 | 67.0082 | -786.7174 | 1843.3344 | -6771.0393 | 8614.3737 |
Avg Daily Profit (%) | -0.381 | 0.0355 | -0.4165 | 0.1572 | 0 | 0.2368 |
Buy And Hold Return (%) | 420.8099 | 420.8099 | 420.8099 | 420.8099 | 420.8099 | 420.8099 |
Max Trade Drawdown | -905566 | -134677 | -876369 | -4931466 | -7472297 | -2600000 |
Profit Factor | 0.3821 | 1.3727 | 0.2013 | 1.1558 | 0.1778 | 3.3946 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 57 | 27 | 30 | 43 | 19 | 24 |
Losing Trades | 12 | 8 | 4 | 26 | 16 | 10 |
Profitability (%) | 82.6087 | 77.1429 | 88.2353 | 62.3188 | 54.2857 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.0804 | 0.4067 | 0.0268 | 0.6989 | 0.1497 | 1.4144 |
Largest Winning Trade | 50575 | 50575 | 21017 | 10025594 | 278428 | 10025594 |
Largest Losing Trade | -707105 | -59866 | -707105 | -3419418 | -3419418 | -1539489 |
Avg Bars in Trades | 52 | 58 | 45 | 52 | 58 | 45 |
Avg Bars in Winners | 19 | 13 | 25 | 22 | 9 | 32 |
Avg Bars in Losers | 206 | 208 | 201 | 101 | 115 | 77 |
Bars Traded | 3594 | 2033 | 1561 | 3594 | 2033 | 1561 |
Profit Streak | 60.8991 | 60.8991 | 253.8991 | 60.8991 | 60.8991 | 253.8991 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681659 | -308356 | -574639 | -148464 | -579672 | 642627 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 171, "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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