Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414725.5554 | 413874.3717 | 851.1837 | -54947.6544 | -21976.2519 | -32971.4025 |
Total P&L (%) | 414.7256 | 413.8744 | 0.8512 | -54.9477 | -21.9763 | -32.9714 |
Avg Daily Profit (%) | 0.1762 | 0.1758 | 0.0004 | -0.0339 | -0.0105 | -0.017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153236 | -144625 | -148106 | -373141 | -369475 | -153783 |
Profit Factor | 1.4734 | 1.8703 | 1.0021 | 0.9542 | 0.9705 | 0.9274 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 46.0177 | 42.8571 | 49.1228 | 46.0177 | 42.8571 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.7284 | 2.4937 | 1.0379 | 1.1193 | 1.294 | 0.9605 |
Largest Winning Trade | 364368 | 364368 | 59015 | 298052 | 298052 | 89019 |
Largest Losing Trade | -47371 | -35288 | -47371 | -146022 | -146022 | -57729 |
Avg Bars in Trades | 61 | 55 | 67 | 61 | 55 | 67 |
Avg Bars in Winners | 75 | 66 | 83 | 75 | 66 | 83 |
Avg Bars in Losers | 49 | 46 | 51 | 49 | 46 | 51 |
Bars Traded | 6949 | 3104 | 3845 | 6949 | 3104 | 3845 |
Profit Streak | 21.9217 | 0 | 75.5883 | 21.9217 | 0 | 75.5883 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323029 | -171868 | -755722 | -579810 | -761944 | -760209 |
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.44133 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.44133 } } }
# | 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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