Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -356663.3648 | 45387.4501 | -402050.8149 | 1415188.238 | 68504.9824 | 1346683.2556 |
Total P&L (%) | -356.6634 | 45.3875 | -402.0508 | 1415.1882 | 68.505 | 1346.6833 |
Avg Daily Profit (%) | -0.1974 | 0.0251 | -0.2225 | 0.1505 | 0.0289 | 0.148 |
Buy And Hold Return (%) | 198.511 | 198.511 | 198.511 | 198.511 | 198.511 | 198.511 |
Max Trade Drawdown | -572784 | -118773 | -592938 | -832605 | -821429 | -197689 |
Profit Factor | 0.585 | 1.2242 | 0.388 | 1.8357 | 1.0577 | 3.6562 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 63 | 31 | 32 | 55 | 26 | 29 |
Losing Trades | 15 | 8 | 7 | 23 | 13 | 10 |
Profitability (%) | 80.7692 | 79.4872 | 82.0513 | 70.5128 | 66.6667 | 74.359 |
Ratio Avg Win / Avg Loss | 0.1393 | 0.3159 | 0.0849 | 0.7677 | 0.5289 | 1.2608 |
Largest Winning Trade | 30201 | 30201 | 20825 | 623383 | 190194 | 623383 |
Largest Losing Trade | -358505 | -65268 | -358505 | -821429 | -821429 | -172473 |
Avg Bars in Trades | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Winners | 19 | 13 | 24 | 22 | 11 | 32 |
Avg Bars in Losers | 134 | 138 | 130 | 87 | 95 | 77 |
Bars Traded | 3240 | 1535 | 1705 | 3240 | 1535 | 1705 |
Profit Streak | 0 | 146.2712 | 0 | 0 | 146.2712 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615314 | -321883 | -576669 | -27520 | -475159 | 490955 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 143, "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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