Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783358.0427 | 684762.9097 | 98595.133 | 653017.3092 | 524131.7852 | 128885.524 |
Total P&L (%) | 783.358 | 684.7629 | 98.5951 | 653.0173 | 524.1318 | 128.8855 |
Avg Daily Profit (%) | 0.4171 | 0.3646 | 0.0525 | 0.1076 | 0.0975 | 0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202796 | -86995 | -142138 | -734096 | -464245 | -326749 |
Profit Factor | 2.0222 | 2.5306 | 1.3091 | 1.3279 | 1.4323 | 1.1655 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 59.1304 | 56.1404 | 62.069 | 59.1304 | 56.1404 | 62.069 |
Ratio Avg Win / Avg Loss | 1.3977 | 1.977 | 0.8 | 0.9178 | 1.119 | 0.7122 |
Largest Winning Trade | 328751 | 328751 | 48423 | 448939 | 448939 | 162624 |
Largest Losing Trade | -62735 | -53687 | -62735 | -413320 | -413320 | -223678 |
Avg Bars in Trades | 90 | 109 | 71 | 90 | 109 | 71 |
Avg Bars in Winners | 83 | 93 | 74 | 83 | 93 | 74 |
Avg Bars in Losers | 101 | 129 | 68 | 101 | 129 | 68 |
Bars Traded | 10397 | 6231 | 4166 | 10397 | 6231 | 4166 |
Profit Streak | 121.8234 | 121.8234 | 169.3234 | 121.8234 | 121.8234 | 169.3234 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556765 | -164425 | -301476 | -47558 | -240130 | -351328 |
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "offset": 45 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "offset": 45 } } }
# | 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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