Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571348.8434 | 487129.9327 | 84218.9107 | 581286.617 | 1659127.8432 | -1077841.2262 |
Total P&L (%) | 571.3488 | 487.1299 | 84.2189 | 581.2866 | 1659.1278 | -1077.8412 |
Avg Daily Profit (%) | 0.3168 | 0.2701 | 0.0467 | 0.1064 | 0.1591 | 0 |
Buy And Hold Return (%) | 185.8821 | 185.8821 | 185.8821 | 185.8821 | 185.8821 | 185.8821 |
Max Trade Drawdown | -96218 | -68348 | -120817 | -2071643 | -933623 | -1500607 |
Profit Factor | 2.3163 | 3.4452 | 1.3586 | 1.1444 | 2.1479 | 0.582 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 51.6129 | 54.8387 | 48.3871 | 51.6129 | 54.8387 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.1715 | 2.8373 | 1.4492 | 1.0729 | 1.7688 | 0.6208 |
Largest Winning Trade | 313476 | 313476 | 69911 | 2087128 | 2087128 | 517986 |
Largest Losing Trade | -46829 | -42446 | -46829 | -1048674 | -723401 | -1048674 |
Avg Bars in Trades | 79 | 100 | 57 | 79 | 100 | 57 |
Avg Bars in Winners | 92 | 103 | 78 | 92 | 103 | 78 |
Avg Bars in Losers | 65 | 97 | 37 | 65 | 97 | 37 |
Bars Traded | 4909 | 3127 | 1782 | 4909 | 3127 | 1782 |
Profit Streak | 0 | 0 | 61.6495 | 0 | 0 | 61.6495 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147889 | 430138 | -295992 | -273392 | 445000 | -580885 |
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{ "first_band": { "type": "alma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 218, "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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