Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2786290.9837 | 2491486.4713 | 294804.5124 | 73298203.6411 | 29919574.1304 | 43378629.5107 |
Total P&L (%) | 2786.291 | 2491.4865 | 294.8045 | 73298.2036 | 29919.5741 | 43378.6295 |
Avg Daily Profit (%) | 1.2051 | 1.0776 | 0.1275 | 0.2858 | 0.247 | 0.2631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70361 | -91875 | -86504 | -47820771 | -30128532 | -17692238 |
Profit Factor | 6.0194 | 8.7978 | 2.2513 | 1.6524 | 1.4416 | 1.9728 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 29.0541 | 20.2703 | 37.8378 | 29.0541 | 20.2703 | 37.8378 |
Ratio Avg Win / Avg Loss | 14.6985 | 34.6047 | 3.6986 | 4.035 | 5.6702 | 3.241 |
Largest Winning Trade | 1984715 | 1984715 | 79373 | 36849111 | 32655573 | 36849111 |
Largest Losing Trade | -40639 | -17800 | -40639 | -20676088 | -20676088 | -8935878 |
Avg Bars in Trades | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Winners | 127 | 135 | 123 | 127 | 135 | 123 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 6794 | 2811 | 3983 | 6794 | 2811 | 3983 |
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 | 377659 | -93183 | -87694 | 12426 | -104618 | -56863 |
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{ "first_band": { "type": "alma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 112, "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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