Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289736.7648 | 277569.2995 | 12167.4654 | -117254.0524 | 168940.9243 | -286194.9767 |
Total P&L (%) | 289.7368 | 277.5693 | 12.1675 | -117.2541 | 168.9409 | -286.195 |
Avg Daily Profit (%) | 0.1961 | 0.1879 | 0.0082 | 0 | 0.067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237579 | -134370 | -190063 | -718000 | -418438 | -502241 |
Profit Factor | 1.3013 | 1.5506 | 1.0266 | 0.9385 | 1.1908 | 0.7201 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 86 | 35 | 51 | 80 | 37 | 43 |
Losing Trades | 70 | 43 | 27 | 76 | 41 | 35 |
Profitability (%) | 55.1282 | 44.8718 | 65.3846 | 51.2821 | 47.4359 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.0592 | 1.905 | 0.5435 | 0.8916 | 1.3196 | 0.5861 |
Largest Winning Trade | 327035 | 327035 | 24573 | 461698 | 461698 | 91559 |
Largest Losing Trade | -131178 | -66431 | -131178 | -285368 | -246207 | -285368 |
Avg Bars in Trades | 112 | 133 | 90 | 112 | 133 | 90 |
Avg Bars in Winners | 90 | 107 | 79 | 102 | 131 | 78 |
Avg Bars in Losers | 138 | 153 | 113 | 121 | 134 | 106 |
Bars Traded | 17476 | 10387 | 7089 | 17476 | 10387 | 7089 |
Profit Streak | 0 | 0 | 0 | 5.6339 | 15.3006 | 5.6339 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329828 | -26208 | -505296 | -578619 | -148985 | -613867 |
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{ "first_band": { "type": "alma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 63, "offset": 129 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 63, "offset": 129 } } }
# | 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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