Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332909.9269 | 1211566.9904 | 121342.9365 | 8624469.2416 | 1045510.8993 | 7578958.3424 |
Total P&L (%) | 1332.9099 | 1211.567 | 121.3429 | 8624.4692 | 1045.5109 | 7578.9583 |
Avg Daily Profit (%) | 0.5332 | 0.4846 | 0.0485 | 0.1789 | 0.0976 | 0.1738 |
Buy And Hold Return (%) | 490.1976 | 490.1976 | 490.1976 | 490.1976 | 490.1976 | 490.1976 |
Max Trade Drawdown | -74954 | -58297 | -53997 | -8401651 | -6356462 | -4609298 |
Profit Factor | 4.387 | 7.8414 | 1.5606 | 1.3298 | 1.0675 | 1.7111 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 41.6667 | 36.6667 | 46.6667 | 41.6667 | 36.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.1419 | 13.5442 | 1.7836 | 1.8617 | 1.8438 | 1.9555 |
Largest Winning Trade | 736828 | 736828 | 53810 | 5114955 | 4741663 | 5114955 |
Largest Losing Trade | -44680 | -30650 | -44680 | -4066282 | -4066282 | -2045727 |
Avg Bars in Trades | 81 | 76 | 87 | 81 | 76 | 87 |
Avg Bars in Winners | 127 | 124 | 130 | 127 | 124 | 130 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 4918 | 2303 | 2615 | 4918 | 2303 | 2615 |
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 | -162148 | 360758 | -292424 | -167783 | -218692 | 349653 |
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{ "first_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 19, "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) |
---|