Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356243.2974 | 154817.2623 | 201426.0351 | 289362.4921 | -749870.6372 | 1039233.1293 |
Total P&L (%) | 356.2433 | 154.8173 | 201.426 | 289.3625 | -749.8706 | 1039.2331 |
Avg Daily Profit (%) | 0.2153 | 0.0935 | 0.1217 | 0.0822 | 0 | 0.1471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122514 | -131303 | -26817 | -1176654 | -1427588 | -47868 |
Profit Factor | 2.1623 | 1.5878 | 5.6731 | 1.1399 | 0.6199 | 11.8159 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 80 | 77.1429 | 82.8571 | 80 | 77.1429 | 82.8571 |
Ratio Avg Win / Avg Loss | 0.5406 | 0.4705 | 1.1737 | 0.285 | 0.1837 | 2.4447 |
Largest Winning Trade | 99600 | 99600 | 30004 | 199828 | 171219 | 199828 |
Largest Losing Trade | -76163 | -76163 | -18510 | -1006133 | -1006133 | -34791 |
Avg Bars in Trades | 44 | 59 | 29 | 44 | 59 | 29 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 159 | 215 | 84 | 159 | 215 | 84 |
Bars Traded | 3106 | 2077 | 1029 | 3106 | 2077 | 1029 |
Profit Streak | 34.4922 | 34.4922 | 76.4922 | 34.4922 | 34.4922 | 76.4922 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84080 | -63853 | -17497 | -244749 | -576727 | 653216 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 181, "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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