Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1608920.5662 | 1490940.4923 | 117980.0739 | 2081263.7943 | 455671.6012 | 1625592.1931 |
Total P&L (%) | 1608.9206 | 1490.9405 | 117.9801 | 2081.2638 | 455.6716 | 1625.5922 |
Avg Daily Profit (%) | 0.8641 | 0.8007 | 0.0634 | 0.1657 | 0.0921 | 0.1531 |
Buy And Hold Return (%) | 80.0373 | 80.0373 | 80.0373 | 80.0373 | 80.0373 | 80.0373 |
Max Trade Drawdown | -91678 | -89051 | -66217 | -3134753 | -2584140 | -1618352 |
Profit Factor | 3.7507 | 5.475 | 1.4687 | 1.181 | 1.0671 | 1.3454 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 50 | 48 | 52 | 50 | 48 | 52 |
Ratio Avg Win / Avg Loss | 3.7507 | 5.9312 | 1.3557 | 1.181 | 1.156 | 1.2419 |
Largest Winning Trade | 1344265 | 1344265 | 63765 | 1443389 | 1443389 | 1086231 |
Largest Losing Trade | -42837 | -42837 | -33633 | -1405146 | -702428 | -1405146 |
Avg Bars in Trades | 71 | 54 | 87 | 71 | 54 | 87 |
Avg Bars in Winners | 97 | 60 | 131 | 97 | 60 | 131 |
Avg Bars in Losers | 44 | 48 | 40 | 44 | 48 | 40 |
Bars Traded | 7112 | 2723 | 4389 | 7112 | 2723 | 4389 |
Profit Streak | 44.1249 | 0 | 58.6249 | 44.1249 | 0 | 58.6249 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 753147 | -159523 | -303900 | -12886 | -398395 | -170401 |
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{ "first_band": { "type": "midprice", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 13, "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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