Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121224.979 | 89735.7346 | 31489.2445 | 142981.0535 | 115874.2919 | 27106.7616 |
Total P&L (%) | 121.225 | 89.7357 | 31.4892 | 142.9811 | 115.8743 | 27.1068 |
Avg Daily Profit (%) | 0.2328 | 0.1723 | 0.0605 | 0.1706 | 0.1479 | 0.0461 |
Buy And Hold Return (%) | 26.0052 | 26.0052 | 26.0052 | 26.0052 | 26.0052 | 26.0052 |
Max Trade Drawdown | -70452 | -22398 | -55672 | -100935 | -66140 | -87517 |
Profit Factor | 1.609 | 2.0945 | 1.269 | 1.3857 | 1.7756 | 1.1225 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 60.7843 | 62.7451 | 58.8235 | 60.7843 | 62.7451 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.0381 | 1.2436 | 0.8883 | 0.894 | 1.0543 | 0.7857 |
Largest Winning Trade | 29874 | 29874 | 19186 | 44765 | 32524 | 44765 |
Largest Losing Trade | -31767 | -16304 | -31767 | -57495 | -41072 | -57495 |
Avg Bars in Trades | 241 | 240 | 241 | 241 | 240 | 241 |
Avg Bars in Winners | 190 | 186 | 195 | 190 | 186 | 195 |
Avg Bars in Losers | 320 | 333 | 308 | 320 | 333 | 308 |
Bars Traded | 24617 | 12287 | 12330 | 24617 | 12287 | 12330 |
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 | 334875 | -171426 | -393614 | 230760 | -174193 | -550949 |
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{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 207, "offset": 0, "a": 0.03991 } } }
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# | 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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