Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190960.1626 | 156851.4181 | 34108.7445 | -46533.726 | 84613.7161 | -131147.4421 |
Total P&L (%) | 190.9602 | 156.8514 | 34.1087 | -46.5337 | 84.6137 | -131.1474 |
Avg Daily Profit (%) | 0.1782 | 0.1464 | 0.0318 | -0.0584 | 0.0572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98123 | -24850 | -62110 | -160078 | -14281 | -21333 |
Profit Factor | 1.6378 | 2.7441 | 1.1628 | 0.8084 | 3.1512 | 0.3555 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 63.7931 | 65.5172 | 62.069 | 63.7931 | 65.5172 | 62.069 |
Ratio Avg Win / Avg Loss | 0.9296 | 1.4443 | 0.7106 | 0.4588 | 1.6585 | 0.2173 |
Largest Winning Trade | 71357 | 71357 | 33279 | 71357 | 71357 | 9269 |
Largest Losing Trade | -93070 | -15860 | -93070 | -159483 | -7645 | -159483 |
Avg Bars in Trades | 68 | 62 | 73 | 68 | 62 | 73 |
Avg Bars in Winners | 52 | 34 | 71 | 52 | 34 | 71 |
Avg Bars in Losers | 95 | 115 | 77 | 95 | 115 | 77 |
Bars Traded | 3955 | 1814 | 2141 | 3955 | 1814 | 2141 |
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 | -169953 | 302759 | -194672 | -758489 | -108533 | -579268 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 184, "offset": 0 } } }
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# | 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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