Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2494041.2048 | -229504.0685 | -2264537.1362 | -176821.4058 | 5947749.2139 | -6124570.6197 |
Total P&L (%) | -2494.0412 | -229.5041 | -2264.5371 | -176.8214 | 5947.7492 | -6124.5706 |
Avg Daily Profit (%) | -1.0784 | -0.0992 | -0.9792 | 0 | 0.1775 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2548232 | -200678 | -2359612 | -8525517 | -825098 | -9939629 |
Profit Factor | 0.1786 | 0.4931 | 0.1234 | 0.9849 | 5.3713 | 0.4062 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 46 | 18 | 28 | 36 | 21 | 15 |
Losing Trades | 32 | 21 | 11 | 42 | 18 | 24 |
Profitability (%) | 58.9744 | 46.1538 | 71.7949 | 46.1538 | 53.8462 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.1242 | 0.5753 | 0.0485 | 1.149 | 4.6039 | 0.65 |
Largest Winning Trade | 36594 | 36594 | 33963 | 4403154 | 4403154 | 1767761 |
Largest Losing Trade | -1846750 | -80556 | -1846750 | -7584927 | -825098 | -7584927 |
Avg Bars in Trades | 87 | 97 | 77 | 87 | 97 | 77 |
Avg Bars in Winners | 40 | 47 | 36 | 111 | 118 | 101 |
Avg Bars in Losers | 154 | 139 | 182 | 66 | 71 | 62 |
Bars Traded | 6803 | 3783 | 3020 | 6803 | 3783 | 3020 |
Profit Streak | 10.0009 | 0 | 271.6676 | 0 | 32.0009 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617450 | -582253 | -576559 | -619384 | 611016 | -585244 |
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{ "first_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 111, "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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