Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407701.3176 | 1375261.0899 | 32440.2277 | 820433.8001 | 1354976.391 | -534542.5909 |
Total P&L (%) | 1407.7013 | 1375.2611 | 32.4402 | 820.4338 | 1354.9764 | -534.5426 |
Avg Daily Profit (%) | 0.563 | 0.55 | 0.013 | 0.0888 | 0.1071 | 0 |
Buy And Hold Return (%) | 448.3871 | 448.3871 | 448.3871 | 448.3871 | 448.3871 | 448.3871 |
Max Trade Drawdown | -118323 | -101284 | -60299 | -2746007 | -2137962 | -1353391 |
Profit Factor | 3.5175 | 5.2596 | 1.1373 | 1.1021 | 1.2922 | 0.8425 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 57.5342 | 55.5556 | 59.4595 | 57.5342 | 55.5556 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.5962 | 4.2076 | 0.7754 | 0.8135 | 1.0337 | 0.5745 |
Largest Winning Trade | 1083073 | 1083073 | 51188 | 2197541 | 2197541 | 785200 |
Largest Losing Trade | -59668 | -59668 | -41651 | -1189396 | -1189396 | -679243 |
Avg Bars in Trades | 118 | 187 | 51 | 118 | 187 | 51 |
Avg Bars in Winners | 137 | 226 | 57 | 137 | 226 | 57 |
Avg Bars in Losers | 93 | 139 | 43 | 93 | 139 | 43 |
Bars Traded | 8679 | 6760 | 1919 | 8679 | 6760 | 1919 |
Profit Streak | 0 | 99.553 | 0 | 0 | 99.553 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60162 | 620680 | -411244 | -266867 | -51315 | -579546 |
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{ "first_band": { "type": "alma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 109, "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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