Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1456297.5968 | -50438.8726 | -1405858.7243 | 12557.1228 | -3507880.4275 | 3520437.5503 |
Total P&L (%) | -1456.2976 | -50.4389 | -1405.8587 | 12.5571 | -3507.8804 | 3520.4376 |
Avg Daily Profit (%) | -0.7799 | -0.027 | -0.7529 | 0.0063 | 0 | 0.1924 |
Buy And Hold Return (%) | 486.1374 | 486.1374 | 486.1374 | 486.1374 | 486.1374 | 486.1374 |
Max Trade Drawdown | -1517571 | -118547 | -1477036 | -5593403 | -4460337 | -3988318 |
Profit Factor | 0.2435 | 0.7997 | 0.1598 | 1.001 | 0.4694 | 1.5636 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 18 | 21 | 39 | 17 | 22 |
Losing Trades | 26 | 15 | 11 | 26 | 16 | 10 |
Profitability (%) | 60 | 54.5455 | 65.625 | 60 | 51.5152 | 68.75 |
Ratio Avg Win / Avg Loss | 0.1623 | 0.6664 | 0.0837 | 0.6673 | 0.4418 | 0.7107 |
Largest Winning Trade | 41150 | 41150 | 37262 | 3655655 | 596665 | 3655655 |
Largest Losing Trade | -864466 | -54504 | -864466 | -3098841 | -3098841 | -2274546 |
Avg Bars in Trades | 111 | 124 | 99 | 111 | 124 | 99 |
Avg Bars in Winners | 68 | 77 | 60 | 83 | 96 | 74 |
Avg Bars in Losers | 176 | 180 | 172 | 154 | 154 | 154 |
Bars Traded | 7275 | 4100 | 3175 | 7275 | 4100 | 3175 |
Profit Streak | 18.0732 | 26.8232 | 0 | 18.0732 | 26.8232 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714917 | -579672 | -578784 | -705395 | -580065 | 374367 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 146, "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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