Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1880401.3357 | 1901962.729 | -21561.3933 | 182594.0421 | 953219.6285 | -770625.5864 |
Total P&L (%) | 1880.4013 | 1901.9627 | -21.5614 | 182.594 | 953.2196 | -770.6256 |
Avg Daily Profit (%) | 0.8462 | 0.8559 | -0.0097 | 0.0468 | 0.106 | 0 |
Buy And Hold Return (%) | 176.7043 | 176.7043 | 176.7043 | 176.7043 | 176.7043 | 176.7043 |
Max Trade Drawdown | -139945 | -114307 | -83025 | -2850673 | -2116260 | -967628 |
Profit Factor | 3.6433 | 5.6106 | 0.9279 | 1.0227 | 1.1816 | 0.7234 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.1765 | 38.0952 | 44.186 | 41.1765 | 38.0952 | 44.186 |
Ratio Avg Win / Avg Loss | 5.2047 | 9.1172 | 1.172 | 1.461 | 1.9201 | 0.9137 |
Largest Winning Trade | 1823401 | 1823401 | 40288 | 2902366 | 2902366 | 490113 |
Largest Losing Trade | -58068 | -58068 | -34953 | -1764449 | -1764449 | -422493 |
Avg Bars in Trades | 99 | 139 | 60 | 99 | 139 | 60 |
Avg Bars in Winners | 133 | 181 | 92 | 133 | 181 | 92 |
Avg Bars in Losers | 76 | 113 | 35 | 76 | 113 | 35 |
Bars Traded | 8468 | 5860 | 2608 | 8468 | 5860 | 2608 |
Profit Streak | 0 | 115.789 | 0 | 0 | 115.789 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604866 | 641839 | -581321 | -484605 | -75432 | -582988 |
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{ "first_band": { "type": "alma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "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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