Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234368.9971 | 1869.2749 | 232499.7223 | 227404.207 | -157475.4935 | 384879.7005 |
Total P&L (%) | 234.369 | 1.8693 | 232.4997 | 227.4042 | -157.4755 | 384.8797 |
Avg Daily Profit (%) | 0.1532 | 0.0012 | 0.152 | 0.0775 | 0 | 0.1032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85440 | -75171 | -41203 | -403335 | -333000 | -179219 |
Profit Factor | 1.7039 | 1.0082 | 3.2378 | 1.2228 | 0.7741 | 2.1891 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 30.7692 | 20.5128 | 41.0256 | 30.7692 | 20.5128 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.8337 | 3.9066 | 4.6543 | 2.7513 | 2.9996 | 3.1468 |
Largest Winning Trade | 88486 | 88486 | 73621 | 168262 | 168262 | 142170 |
Largest Losing Trade | -25281 | -25281 | -11382 | -103683 | -103683 | -51901 |
Avg Bars in Trades | 113 | 98 | 128 | 113 | 98 | 128 |
Avg Bars in Winners | 259 | 238 | 269 | 259 | 238 | 269 |
Avg Bars in Losers | 48 | 62 | 29 | 48 | 62 | 29 |
Bars Traded | 8846 | 3840 | 5006 | 8846 | 3840 | 5006 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35806 | -616965 | 357477 | -134942 | -627571 | -54459 |
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{ "first_band": { "type": "alma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "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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