Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589260.1181 | 625036.88 | -35776.7619 | 76192.8062 | 216640.0715 | -140447.2654 |
Total P&L (%) | 589.2601 | 625.0369 | -35.7768 | 76.1928 | 216.6401 | -140.4473 |
Avg Daily Profit (%) | 0.32 | 0.3394 | -0.0194 | 0.0308 | 0.0626 | 0 |
Buy And Hold Return (%) | 157.7754 | 157.7754 | 157.7754 | 157.7754 | 157.7754 | 157.7754 |
Max Trade Drawdown | -132323 | -91423 | -102990 | -227939 | -130703 | -139555 |
Profit Factor | 2.096 | 3.9884 | 0.8911 | 1.1058 | 1.8266 | 0.6933 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 35 | 35 | 35 | 35 | 35 | 35 |
Ratio Avg Win / Avg Loss | 3.8925 | 7.407 | 1.6549 | 2.0537 | 3.3923 | 1.2876 |
Largest Winning Trade | 568182 | 568182 | 56865 | 235269 | 235269 | 104427 |
Largest Losing Trade | -53042 | -24492 | -53042 | -79504 | -50717 | -79504 |
Avg Bars in Trades | 133 | 131 | 135 | 133 | 131 | 135 |
Avg Bars in Winners | 269 | 248 | 291 | 269 | 248 | 291 |
Avg Bars in Losers | 59 | 68 | 51 | 59 | 68 | 51 |
Bars Traded | 10673 | 5253 | 5420 | 10673 | 5253 | 5420 |
Profit Streak | 85.1376 | 150.8043 | 0 | 85.1376 | 150.8043 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18462 | 344612 | -583805 | -449637 | -160026 | -584916 |
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{ "first_band": { "type": "alma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } } }
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# | 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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