Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87803.2092 | 60889.845 | 26913.3642 | 45883.1391 | 55170.1218 | -9286.9827 |
Total P&L (%) | 87.8032 | 60.8898 | 26.9134 | 45.8831 | 55.1701 | -9.287 |
Avg Daily Profit (%) | 0.3372 | 0.2338 | 0.1033 | 0.1451 | 0.1689 | -0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80097 | -46342 | -90138 | -125702 | -52402 | -134498 |
Profit Factor | 1.271 | 1.4669 | 1.1391 | 1.1129 | 1.358 | 0.9632 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 64.3836 | 60.274 | 68.4932 | 64.3836 | 60.274 | 68.4932 |
Ratio Avg Win / Avg Loss | 0.7031 | 0.9668 | 0.524 | 0.6157 | 0.895 | 0.4431 |
Largest Winning Trade | 19303 | 15071 | 19303 | 22964 | 15582 | 22964 |
Largest Losing Trade | -41735 | -28478 | -41735 | -65822 | -33295 | -65822 |
Avg Bars in Trades | 167 | 157 | 178 | 167 | 157 | 178 |
Avg Bars in Winners | 120 | 127 | 114 | 120 | 127 | 114 |
Avg Bars in Losers | 253 | 201 | 318 | 253 | 201 | 318 |
Bars Traded | 24522 | 11463 | 13059 | 24522 | 11463 | 13059 |
Profit Streak | 6.1662 | 8.8225 | 6.1662 | 6.1662 | 8.8225 | 6.1662 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326039 | -64335 | -197610 | -96992 | -65937 | -650761 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 226, "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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