Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934308.2178 | 759173.2824 | 175134.9354 | 1740765.2708 | -341095.4837 | 2081860.7545 |
Total P&L (%) | 934.3082 | 759.1733 | 175.1349 | 1740.7653 | -341.0955 | 2081.8608 |
Avg Daily Profit (%) | 0.5044 | 0.4098 | 0.0945 | 0.1574 | 0 | 0.1666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103048 | -76509 | -60617 | -2081732 | -1774581 | -1059859 |
Profit Factor | 2.5699 | 3.2285 | 1.6882 | 1.1872 | 0.9364 | 1.5287 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 47 | 16 | 31 | 47 | 16 | 31 |
Losing Trades | 107 | 61 | 46 | 107 | 61 | 46 |
Profitability (%) | 30.5195 | 20.7792 | 40.2597 | 30.5195 | 20.7792 | 40.2597 |
Ratio Avg Win / Avg Loss | 5.8507 | 12.3088 | 2.5051 | 2.7028 | 3.5699 | 2.2684 |
Largest Winning Trade | 684382 | 684382 | 46802 | 1550326 | 1550326 | 1052975 |
Largest Losing Trade | -23187 | -22522 | -23187 | -592577 | -429034 | -592577 |
Avg Bars in Trades | 35 | 29 | 41 | 35 | 29 | 41 |
Avg Bars in Winners | 85 | 99 | 78 | 85 | 99 | 78 |
Avg Bars in Losers | 13 | 11 | 16 | 13 | 11 | 16 |
Bars Traded | 5458 | 2277 | 3181 | 5458 | 2277 | 3181 |
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 | 315747 | -74095 | -109289 | -12557 | -668098 | -35401 |
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{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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