Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1737478.826 | 1676659.2487 | 60819.5773 | 546021.8198 | 471220.4827 | 74801.337 |
Total P&L (%) | 1737.4788 | 1676.6592 | 60.8196 | 546.0218 | 471.2205 | 74.8013 |
Avg Daily Profit (%) | 0.9323 | 0.8997 | 0.0326 | 0.1002 | 0.0935 | 0.03 |
Buy And Hold Return (%) | 24.9536 | 24.9536 | 24.9536 | 24.9536 | 24.9536 | 24.9536 |
Max Trade Drawdown | -145793 | -152555 | -52278 | -4791787 | -4528409 | -1205226 |
Profit Factor | 4.5076 | 7.2282 | 1.269 | 1.0521 | 1.0782 | 1.0168 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 39.7436 | 30.7692 | 48.7179 | 39.7436 | 30.7692 | 48.7179 |
Ratio Avg Win / Avg Loss | 6.8342 | 16.2634 | 1.3357 | 1.5952 | 2.426 | 1.0703 |
Largest Winning Trade | 1676911 | 1676911 | 64180 | 3072999 | 3072999 | 1452773 |
Largest Losing Trade | -33451 | -23932 | -33451 | -1121054 | -1121054 | -601352 |
Avg Bars in Trades | 138 | 137 | 139 | 138 | 137 | 139 |
Avg Bars in Winners | 188 | 204 | 178 | 188 | 204 | 178 |
Avg Bars in Losers | 104 | 107 | 101 | 104 | 107 | 101 |
Bars Traded | 10778 | 5346 | 5432 | 10778 | 5346 | 5432 |
Profit Streak | 0 | 0 | 167.5657 | 0 | 0 | 167.5657 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22051 | 515617 | -152884 | -263686 | -208914 | -357503 |
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{ "first_band": { "type": "alma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "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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