Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152664.1701 | 1068274.2307 | 84389.9394 | 4123798.1399 | 2927825.3207 | 1195972.8191 |
Total P&L (%) | 1152.6642 | 1068.2742 | 84.3899 | 4123.7981 | 2927.8253 | 1195.9728 |
Avg Daily Profit (%) | 0.5533 | 0.5128 | 0.0405 | 0.1798 | 0.1638 | 0.123 |
Buy And Hold Return (%) | 296.6205 | 296.6205 | 296.6205 | 296.6205 | 296.6205 | 296.6205 |
Max Trade Drawdown | -171752 | -186621 | -80169 | -6281521 | -5477901 | -2124312 |
Profit Factor | 2.7524 | 3.9971 | 1.2801 | 1.2247 | 1.271 | 1.1585 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 37.7551 | 30.6122 | 44.898 | 37.7551 | 30.6122 | 44.898 |
Ratio Avg Win / Avg Loss | 4.5378 | 9.0601 | 1.571 | 2.0191 | 2.8809 | 1.4218 |
Largest Winning Trade | 461316 | 461316 | 54306 | 5743470 | 5743470 | 2005354 |
Largest Losing Trade | -42712 | -22696 | -42712 | -1276706 | -1164142 | -1276706 |
Avg Bars in Trades | 249 | 237 | 260 | 249 | 237 | 260 |
Avg Bars in Winners | 432 | 437 | 429 | 432 | 437 | 429 |
Avg Bars in Losers | 137 | 149 | 123 | 137 | 149 | 123 |
Bars Traded | 24412 | 11635 | 12777 | 24412 | 11635 | 12777 |
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 | 341463 | 279022 | -305389 | 147581 | 46906 | -78626 |
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{ "first_band": { "type": "alma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 41, "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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