Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802406.1125 | 638691.9148 | 163714.1977 | 2990747.049 | 533973.9109 | 2456773.1381 |
Total P&L (%) | 802.4061 | 638.6919 | 163.7142 | 2990.747 | 533.9739 | 2456.7731 |
Avg Daily Profit (%) | 0.3313 | 0.2637 | 0.0676 | 0.1418 | 0.0763 | 0.1339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104921 | -77611 | -89188 | -2536025 | -1591815 | -1254927 |
Profit Factor | 2.0533 | 2.5698 | 1.4613 | 1.2587 | 1.0841 | 1.4716 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 38 | 33 | 43 | 38 | 33 | 43 |
Ratio Avg Win / Avg Loss | 3.3501 | 5.2174 | 1.937 | 2.0537 | 2.201 | 1.9508 |
Largest Winning Trade | 337864 | 337864 | 70492 | 1271537 | 1152904 | 1271537 |
Largest Losing Trade | -26924 | -26924 | -22929 | -485821 | -421768 | -485821 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 68 | 55 | 78 | 68 | 55 | 78 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 7103 | 2841 | 4262 | 7103 | 2841 | 4262 |
Profit Streak | 2.7966 | 2.7966 | 3.1299 | 2.7966 | 2.7966 | 3.1299 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308677 | 198799 | -104522 | -6897 | -225554 | -15598 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 4, "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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