Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811306.8461 | 785781.2518 | 25525.5943 | 616398.8108 | 551839.1638 | 64559.6469 |
Total P&L (%) | 811.3068 | 785.7813 | 25.5256 | 616.3988 | 551.8392 | 64.5596 |
Avg Daily Profit (%) | 0.4409 | 0.4271 | 0.0139 | 0.1071 | 0.1019 | 0.0271 |
Buy And Hold Return (%) | 179.0992 | 179.0992 | 179.0992 | 179.0992 | 179.0992 | 179.0992 |
Max Trade Drawdown | -45796 | -81014 | -44289 | -197102 | -260904 | -157688 |
Profit Factor | 3.2234 | 5.4242 | 1.1363 | 1.5716 | 1.9744 | 1.1261 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 27.7778 | 33.3333 | 22.2222 | 27.7778 | 33.3333 | 22.2222 |
Ratio Avg Win / Avg Loss | 8.3807 | 10.8485 | 3.977 | 4.0861 | 3.9488 | 3.9412 |
Largest Winning Trade | 707820 | 707820 | 55329 | 363690 | 363690 | 194527 |
Largest Losing Trade | -44150 | -26274 | -44150 | -92919 | -92919 | -61417 |
Avg Bars in Trades | 73 | 72 | 74 | 73 | 72 | 74 |
Avg Bars in Winners | 190 | 166 | 225 | 190 | 166 | 225 |
Avg Bars in Losers | 28 | 24 | 31 | 28 | 24 | 31 |
Bars Traded | 5267 | 2593 | 2674 | 5267 | 2593 | 2674 |
Profit Streak | 135.7854 | 136.1187 | 0 | 135.7854 | 136.1187 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86273 | 370531 | -451648 | -150271 | -61679 | -445285 |
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{ "first_band": { "type": "alma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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