Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720538.7261 | 601972.3945 | 118566.3316 | 543462.9451 | 324731.0404 | 218731.9048 |
Total P&L (%) | 720.5387 | 601.9724 | 118.5663 | 543.4629 | 324.731 | 218.7319 |
Avg Daily Profit (%) | 0.3732 | 0.3118 | 0.0614 | 0.0965 | 0.0749 | 0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213126 | -177204 | -79406 | -4440186 | -4141739 | -1031975 |
Profit Factor | 1.6054 | 1.9731 | 1.2074 | 1.0491 | 1.0479 | 1.051 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 169 | 86 | 83 | 169 | 86 | 83 |
Losing Trades | 183 | 90 | 93 | 183 | 90 | 93 |
Profitability (%) | 48.0114 | 48.8636 | 47.1591 | 48.0114 | 48.8636 | 47.1591 |
Ratio Avg Win / Avg Loss | 1.7384 | 2.0649 | 1.3529 | 1.136 | 1.0967 | 1.1776 |
Largest Winning Trade | 397365 | 397365 | 44002 | 3696126 | 3696126 | 735372 |
Largest Losing Trade | -54922 | -33038 | -54922 | -1337188 | -1337188 | -622489 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 16 | 21 | 12 | 16 | 21 | 12 |
Bars Traded | 7489 | 4112 | 3377 | 7489 | 4112 | 3377 |
Profit Streak | 0 | 0 | 17.7578 | 0 | 0 | 17.7578 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500467 | 465982 | -111293 | -228891 | -260471 | -277043 |
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{ "first_band": { "type": "alma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 211 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 211 } } }
# | 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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