Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459736.791 | 395006.41 | 64730.381 | -194361.4513 | 674707.6091 | -869069.0604 |
Total P&L (%) | 459.7368 | 395.0064 | 64.7304 | -194.3615 | 674.7076 | -869.0691 |
Avg Daily Profit (%) | 0.2417 | 0.2077 | 0.034 | 0 | 0.1077 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179970 | -105981 | -164506 | -792965 | -112106 | -937498 |
Profit Factor | 1.7538 | 2.3425 | 1.2051 | 0.8654 | 3.0891 | 0.2249 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 15 | 18 | 36 | 23 | 13 |
Losing Trades | 37 | 20 | 17 | 34 | 12 | 22 |
Profitability (%) | 47.1429 | 42.8571 | 51.4286 | 51.4286 | 65.7143 | 37.1429 |
Ratio Avg Win / Avg Loss | 1.9664 | 3.1234 | 1.1381 | 0.8173 | 1.6117 | 0.3806 |
Largest Winning Trade | 237393 | 237393 | 54393 | 329850 | 329850 | 47240 |
Largest Losing Trade | -113444 | -56274 | -113444 | -564722 | -94816 | -564722 |
Avg Bars in Trades | 105 | 91 | 120 | 105 | 91 | 120 |
Avg Bars in Winners | 166 | 149 | 180 | 84 | 78 | 95 |
Avg Bars in Losers | 51 | 47 | 56 | 128 | 116 | 135 |
Bars Traded | 7414 | 3203 | 4211 | 7414 | 3203 | 4211 |
Profit Streak | 0 | 0 | 592.5938 | 498.8438 | 548.5938 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88585 | 336979 | -147517 | -678508 | -40279 | -585787 |
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{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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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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