Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28325.0857 | -11104.472 | 39429.5577 | 14297.4021 | -31043.2963 | 45340.6984 |
Total P&L (%) | 28.3251 | -11.1045 | 39.4296 | 14.2974 | -31.0433 | 45.3407 |
Avg Daily Profit (%) | 0.2004 | -0.0786 | 0.279 | 0.0946 | -0.2627 | 0.265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54184 | -36023 | -26379 | -100505 | -64344 | -56494 |
Profit Factor | 1.2617 | 0.8553 | 2.2518 | 1.0742 | 0.7617 | 1.7259 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 76.8116 | 68.5714 | 85.2941 | 76.8116 | 68.5714 | 85.2941 |
Ratio Avg Win / Avg Loss | 0.3809 | 0.392 | 0.3882 | 0.3243 | 0.3491 | 0.2976 |
Largest Winning Trade | 7822 | 7822 | 6752 | 10592 | 10592 | 9992 |
Largest Losing Trade | -27508 | -27508 | -26379 | -56494 | -43371 | -56494 |
Avg Bars in Trades | 95 | 109 | 80 | 95 | 109 | 80 |
Avg Bars in Winners | 70 | 73 | 68 | 70 | 73 | 68 |
Avg Bars in Losers | 178 | 190 | 152 | 178 | 190 | 152 |
Bars Traded | 6584 | 3847 | 2737 | 6584 | 3847 | 2737 |
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 | -101749 | -580153 | 365212 | -343627 | -580153 | 343258 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 125, "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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