Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1554282.1236 | 1439448.4926 | 114833.631 | 7873456.6355 | 1863745.5297 | 6009711.1058 |
Total P&L (%) | 1554.2821 | 1439.4485 | 114.8336 | 7873.4566 | 1863.7455 | 6009.7111 |
Avg Daily Profit (%) | 0.6217 | 0.5758 | 0.0459 | 0.1753 | 0.1192 | 0.1646 |
Buy And Hold Return (%) | 435.6311 | 435.6311 | 435.6311 | 435.6311 | 435.6311 | 435.6311 |
Max Trade Drawdown | -83072 | -65252 | -38633 | -12989893 | -10309137 | -5048403 |
Profit Factor | 3.9227 | 5.3962 | 1.5619 | 1.1643 | 1.0573 | 1.3899 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 41.2371 | 41.6667 | 40.8163 | 41.2371 | 41.6667 | 40.8163 |
Ratio Avg Win / Avg Loss | 5.5899 | 7.5547 | 2.2648 | 1.6591 | 1.4803 | 2.0154 |
Largest Winning Trade | 1018763 | 1018763 | 52049 | 8390187 | 8390187 | 5481243 |
Largest Losing Trade | -37775 | -37775 | -20290 | -5750639 | -5750639 | -2364318 |
Avg Bars in Trades | 49 | 62 | 36 | 49 | 62 | 36 |
Avg Bars in Winners | 77 | 102 | 53 | 77 | 102 | 53 |
Avg Bars in Losers | 30 | 34 | 25 | 30 | 34 | 25 |
Bars Traded | 4813 | 3006 | 1807 | 4813 | 3006 | 1807 |
Profit Streak | 77.7175 | 112.7175 | 77.7175 | 77.7175 | 112.7175 | 77.7175 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498792 | 500590 | -297461 | -33038 | -195521 | 236251 |
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{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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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