Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1093883.7541 | 7802.1002 | -1101685.8543 | -298678.2865 | -8746822.1206 | 8448143.8341 |
Total P&L (%) | -1093.8838 | 7.8021 | -1101.6859 | -298.6783 | -8746.8221 | 8448.1438 |
Avg Daily Profit (%) | -0.5825 | 0.0042 | -0.5866 | 0 | 0 | 0.2371 |
Buy And Hold Return (%) | 477.0159 | 477.0159 | 477.0159 | 477.0159 | 477.0159 | 477.0159 |
Max Trade Drawdown | -1362934 | -210783 | -1225335 | -8403348 | -9218377 | -3453421 |
Profit Factor | 0.3261 | 1.027 | 0.1743 | 0.9819 | 0.1907 | 2.4844 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 51 | 26 | 25 | 37 | 16 | 21 |
Losing Trades | 19 | 9 | 10 | 33 | 19 | 14 |
Profitability (%) | 72.8571 | 74.2857 | 71.4286 | 52.8571 | 45.7143 | 60 |
Ratio Avg Win / Avg Loss | 0.1215 | 0.3555 | 0.0697 | 0.8757 | 0.2265 | 1.6562 |
Largest Winning Trade | 40725 | 40725 | 26711 | 10793899 | 1294727 | 10793899 |
Largest Losing Trade | -678597 | -71672 | -678597 | -5880464 | -5880464 | -3445873 |
Avg Bars in Trades | 51 | 62 | 40 | 51 | 62 | 40 |
Avg Bars in Winners | 18 | 19 | 18 | 35 | 41 | 31 |
Avg Bars in Losers | 140 | 187 | 97 | 69 | 80 | 54 |
Bars Traded | 3615 | 2186 | 1429 | 3615 | 2186 | 1429 |
Profit Streak | 41.0003 | 165.0003 | 41.0003 | 0 | 0 | 0 |
Trades During Streak | 2 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675327 | -540970 | -577460 | -678907 | -582454 | 517564 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 113, "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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