Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1635950.0225 | 1539539.5779 | 96410.4446 | 69558834.3273 | 86431956.8824 | -16873122.5551 |
Total P&L (%) | 1635.95 | 1539.5396 | 96.4104 | 69558.8343 | 86431.9569 | -16873.1226 |
Avg Daily Profit (%) | 0.8725 | 0.8211 | 0.0514 | 0.3497 | 0.3614 | 0 |
Buy And Hold Return (%) | 6032.9976 | 6032.9976 | 6032.9976 | 6032.9976 | 6032.9976 | 6032.9976 |
Max Trade Drawdown | -44045 | -44682 | -57145 | -17616275 | -17872998 | -26440837 |
Profit Factor | 5.1755 | 9.7757 | 1.4456 | 1.6244 | 2.765 | 0.7297 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 34.6939 | 36.7347 | 32.6531 | 34.6939 | 36.7347 | 32.6531 |
Ratio Avg Win / Avg Loss | 9.742 | 16.836 | 2.9815 | 3.0577 | 4.7619 | 1.505 |
Largest Winning Trade | 626842 | 626842 | 63405 | 47694170 | 47694170 | 18841451 |
Largest Losing Trade | -24237 | -18613 | -24237 | -9463215 | -6102330 | -9463215 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 84 | 84 | 83 | 84 | 84 | 83 |
Avg Bars in Losers | 12 | 10 | 14 | 12 | 10 | 14 |
Bars Traded | 3672 | 1867 | 1805 | 3672 | 1867 | 1805 |
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 | -150316 | -149127 | -294590 | 241260 | 346710 | -584649 |
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{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "hl2", "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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