Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967526.2248 | 861239.0778 | 106287.147 | 5134954.1409 | 7409491.5154 | -2274537.3745 |
Total P&L (%) | 967.5262 | 861.2391 | 106.2871 | 5134.9541 | 7409.4915 | -2274.5374 |
Avg Daily Profit (%) | 0.5354 | 0.4766 | 0.0588 | 0.2193 | 0.2393 | 0 |
Buy And Hold Return (%) | 160.2171 | 160.2171 | 160.2171 | 160.2171 | 160.2171 | 160.2171 |
Max Trade Drawdown | -89154 | -49728 | -67162 | -6897286 | -3557187 | -5121044 |
Profit Factor | 3.8245 | 7.7855 | 1.4929 | 1.3687 | 2.542 | 0.7507 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 33.8462 | 37.5 | 30.303 | 33.8462 | 37.5 | 30.303 |
Ratio Avg Win / Avg Loss | 7.4752 | 12.9758 | 3.4338 | 2.6752 | 4.2367 | 1.7265 |
Largest Winning Trade | 474249 | 474249 | 69191 | 4822303 | 4822303 | 2256592 |
Largest Losing Trade | -25618 | -18584 | -25618 | -2741422 | -1374564 | -2741422 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 124 | 99 | 154 | 124 | 99 | 154 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 3456 | 1507 | 1949 | 3456 | 1507 | 1949 |
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 | -125362 | 466334 | -285468 | -132742 | 299747 | -585684 |
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{ "first_band": { "type": "alma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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