Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290579.6134 | 323091.8402 | -32512.2268 | -53076.0073 | 228139.1738 | -281215.1811 |
Total P&L (%) | 290.5796 | 323.0918 | -32.5122 | -53.076 | 228.1392 | -281.2152 |
Avg Daily Profit (%) | 0.2057 | 0.2287 | -0.023 | -0.0536 | 0.0842 | 0 |
Buy And Hold Return (%) | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 |
Max Trade Drawdown | -161326 | -96083 | -136759 | -811178 | -285465 | -705237 |
Profit Factor | 1.5319 | 2.5078 | 0.9021 | 0.9707 | 1.3437 | 0.7546 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 51.6129 | 45.1613 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.4361 | 3.0452 | 0.6515 | 0.91 | 1.6316 | 0.545 |
Largest Winning Trade | 179643 | 179643 | 53012 | 218958 | 218958 | 200699 |
Largest Losing Trade | -83951 | -32771 | -83951 | -369339 | -132011 | -369339 |
Avg Bars in Trades | 43 | 45 | 42 | 43 | 45 | 42 |
Avg Bars in Winners | 42 | 46 | 39 | 42 | 46 | 39 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 2720 | 1398 | 1322 | 2720 | 1398 | 1322 |
Profit Streak | 0 | 0 | 500.9066 | 0 | 0 | 500.9066 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151197 | 326231 | -579188 | -739068 | -83924 | -579188 |
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{ "first_band": { "type": "alma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 62, "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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