Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512874.2157 | 1505644.2308 | 7229.9849 | 77949.9638 | -67481.1952 | 145431.159 |
Total P&L (%) | 1512.8742 | 1505.6442 | 7.23 | 77.95 | -67.4812 | 145.4312 |
Avg Daily Profit (%) | 0.6504 | 0.6473 | 0.0031 | 0.0248 | -0.0483 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180299 | -177026 | -158623 | -285189 | -305270 | -65145 |
Profit Factor | 3.6625 | 5.7656 | 1.0287 | 1.132 | 0.8569 | 2.2202 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 51.7241 | 48.2759 | 55.1724 | 51.7241 | 48.2759 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.4183 | 6.1775 | 0.8358 | 1.0565 | 0.9181 | 1.8039 |
Largest Winning Trade | 1293625 | 1293625 | 46936 | 157013 | 157013 | 84600 |
Largest Losing Trade | -70297 | -70297 | -68689 | -162996 | -162996 | -42697 |
Avg Bars in Trades | 75 | 105 | 46 | 75 | 105 | 46 |
Avg Bars in Winners | 92 | 150 | 42 | 92 | 150 | 42 |
Avg Bars in Losers | 57 | 63 | 50 | 57 | 63 | 50 |
Bars Traded | 4393 | 3058 | 1335 | 4393 | 3058 | 1335 |
Profit Streak | 0 | 0 | 348.6756 | 0 | 0 | 348.6756 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160574 | 701703 | -543130 | -414414 | -581503 | -135125 |
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{ "first_band": { "type": "alma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "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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