Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1426237.7434 | 16600.5625 | -1442838.3059 | 377957.516 | -44278184.4505 | 44656141.9665 |
Total P&L (%) | -1426.2377 | 16.6006 | -1442.8383 | 377.9575 | -44278.1845 | 44656.142 |
Avg Daily Profit (%) | -0.7637 | 0.0089 | -0.7726 | 0.0838 | 0 | 0.3274 |
Buy And Hold Return (%) | 638.4525 | 638.4525 | 638.4525 | 638.4525 | 638.4525 | 638.4525 |
Max Trade Drawdown | -1670129 | -167744 | -1557027 | -44009699 | -45424673 | -10409644 |
Profit Factor | 0.2422 | 1.0804 | 0.1389 | 1.0056 | 0.0776 | 3.3355 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 52 | 26 | 26 | 46 | 21 | 25 |
Losing Trades | 14 | 7 | 7 | 20 | 12 | 8 |
Profitability (%) | 78.7879 | 78.7879 | 78.7879 | 69.697 | 63.6364 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.0652 | 0.2909 | 0.0374 | 0.4372 | 0.0443 | 1.0674 |
Largest Winning Trade | 50235 | 50235 | 26711 | 52974951 | 855160 | 52974951 |
Largest Losing Trade | -945613 | -60062 | -945613 | -26572444 | -26572444 | -10409644 |
Avg Bars in Trades | 53 | 61 | 46 | 53 | 61 | 46 |
Avg Bars in Winners | 16 | 12 | 20 | 23 | 9 | 35 |
Avg Bars in Losers | 192 | 244 | 141 | 123 | 153 | 77 |
Bars Traded | 3559 | 2040 | 1519 | 3559 | 2040 | 1519 |
Profit Streak | 49.4815 | 0 | 237.9815 | 49.4815 | 0 | 237.9815 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -704982 | -476774 | -575622 | -588230 | -579035 | 689606 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 169, "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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