Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840421.3708 | 672484.9709 | 167936.3999 | 2502453.4181 | 167933.8974 | 2334519.5206 |
Total P&L (%) | 840.4214 | 672.485 | 167.9364 | 2502.4534 | 167.9339 | 2334.5195 |
Avg Daily Profit (%) | 0.3469 | 0.2776 | 0.0693 | 0.1346 | 0.0407 | 0.1319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123053 | -85541 | -187684 | -6575152 | -5222172 | -2002052 |
Profit Factor | 1.4445 | 1.7583 | 1.1673 | 1.0804 | 1.011 | 1.1471 |
Total Trades | 681 | 340 | 341 | 681 | 340 | 341 |
Winning Trades | 230 | 113 | 117 | 230 | 113 | 117 |
Losing Trades | 451 | 227 | 224 | 451 | 227 | 224 |
Profitability (%) | 33.7739 | 33.2353 | 34.3109 | 33.7739 | 33.2353 | 34.3109 |
Ratio Avg Win / Avg Loss | 2.8324 | 3.5321 | 2.2348 | 2.1185 | 2.031 | 2.1961 |
Largest Winning Trade | 316153 | 316153 | 38353 | 1701245 | 1701245 | 1614213 |
Largest Losing Trade | -30299 | -14732 | -30299 | -775343 | -775343 | -662530 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 7249 | 3589 | 3660 | 7249 | 3589 | 3660 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320275 | 252548 | -140395 | -146369 | -350878 | -78811 |
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{ "first_band": { "type": "alma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 12, "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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