Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516672.9897 | 720098.2595 | -203425.2698 | -97632.6459 | 152340.3211 | -249972.967 |
Total P&L (%) | 516.673 | 720.0983 | -203.4253 | -97.6326 | 152.3403 | -249.973 |
Avg Daily Profit (%) | 0.248 | 0.3457 | -0.0977 | -0.1795 | 0.0444 | 0 |
Buy And Hold Return (%) | 68.9935 | 68.9935 | 68.9935 | 68.9935 | 68.9935 | 68.9935 |
Max Trade Drawdown | -351444 | -207259 | -301056 | -1080380 | -686176 | -421099 |
Profit Factor | 1.2708 | 1.7295 | 0.7792 | 0.9397 | 1.1676 | 0.6478 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 138 | 61 | 77 | 138 | 61 | 77 |
Losing Trades | 187 | 101 | 86 | 187 | 101 | 86 |
Profitability (%) | 42.4615 | 37.6543 | 47.2393 | 42.4615 | 37.6543 | 47.2393 |
Ratio Avg Win / Avg Loss | 1.722 | 2.8636 | 0.8702 | 1.2733 | 1.9333 | 0.7235 |
Largest Winning Trade | 546949 | 546949 | 44119 | 759906 | 759906 | 182985 |
Largest Losing Trade | -45708 | -45708 | -39753 | -300406 | -300406 | -203795 |
Avg Bars in Trades | 75 | 87 | 64 | 75 | 87 | 64 |
Avg Bars in Winners | 99 | 123 | 80 | 99 | 123 | 80 |
Avg Bars in Losers | 58 | 65 | 50 | 58 | 65 | 50 |
Bars Traded | 24639 | 14134 | 10505 | 24639 | 14134 | 10505 |
Profit Streak | 32.9536 | 32.9536 | 40.9536 | 32.9536 | 32.9536 | 40.9536 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348576 | 309390 | -580565 | -578893 | -178039 | -580565 |
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{ "first_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 212, "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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