Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282232.7669 | 187682.4331 | 94550.3338 | -3105890.0097 | 3382590.5654 | -6488480.5751 |
Total P&L (%) | 282.2328 | 187.6824 | 94.5503 | -3105.89 | 3382.5906 | -6488.4806 |
Avg Daily Profit (%) | 0.1554 | 0.1033 | 0.0521 | 0 | 0.1956 | 0 |
Buy And Hold Return (%) | 46.9955 | 46.9955 | 46.9955 | 46.9955 | 46.9955 | 46.9955 |
Max Trade Drawdown | -180935 | -40094 | -175085 | -9798223 | -373691 | -9810226 |
Profit Factor | 1.9735 | 3.3304 | 1.4515 | 0.733 | 4.8208 | 0.3962 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 63 | 31 | 32 | 65 | 32 | 33 |
Losing Trades | 15 | 8 | 7 | 13 | 7 | 6 |
Profitability (%) | 80.7692 | 79.4872 | 82.0513 | 83.3333 | 82.0513 | 84.6154 |
Ratio Avg Win / Avg Loss | 0.4699 | 0.8595 | 0.3175 | 0.1466 | 1.0546 | 0.072 |
Largest Winning Trade | 32100 | 27648 | 32100 | 968698 | 968698 | 520523 |
Largest Losing Trade | -161289 | -27443 | -161289 | -9798223 | -292747 | -9798223 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 25 | 28 | 21 | 30 | 32 | 29 |
Avg Bars in Losers | 110 | 100 | 120 | 94 | 92 | 97 |
Bars Traded | 3232 | 1685 | 1547 | 3232 | 1685 | 1547 |
Profit Streak | 0 | 146.0794 | 0 | 144.5794 | 0 | 146.5794 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26988 | -49267 | -126762 | -614492 | 671827 | -575457 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 189, "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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