Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290100.9157 | 312551.7228 | -22450.8071 | -54184.5947 | -21754.7253 | -32429.8694 |
Total P&L (%) | 290.1009 | 312.5517 | -22.4508 | -54.1846 | -21.7547 | -32.4299 |
Avg Daily Profit (%) | 0.1468 | 0.1582 | -0.0114 | -0.0395 | -0.0124 | -0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142560 | -96535 | -231946 | -184374 | -166547 | -178590 |
Profit Factor | 1.3179 | 1.8585 | 0.9591 | 0.9393 | 0.9464 | 0.9333 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Profitability (%) | 45.9677 | 45.9677 | 45.9677 | 45.9677 | 45.9677 | 45.9677 |
Ratio Avg Win / Avg Loss | 1.5491 | 2.1846 | 1.1273 | 1.104 | 1.1124 | 1.0971 |
Largest Winning Trade | 100830 | 100830 | 66809 | 65044 | 50103 | 65044 |
Largest Losing Trade | -66464 | -66464 | -61948 | -91090 | -91090 | -68468 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Losers | 29 | 23 | 36 | 29 | 23 | 36 |
Bars Traded | 11595 | 5079 | 6516 | 11595 | 5079 | 6516 |
Profit Streak | 478.3926 | 479.3926 | 0 | 478.3926 | 479.3926 | 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 | 164206 | 344959 | -580904 | -578797 | -580319 | -580904 |
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{ "first_band": { "type": "alma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 62 } } }
# | 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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