Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663399.6851 | 552774.5007 | 110625.1845 | 2135071.3505 | 855149.2624 | 1279922.0881 |
Total P&L (%) | 663.3997 | 552.7745 | 110.6252 | 2135.0714 | 855.1493 | 1279.9221 |
Avg Daily Profit (%) | 0.3356 | 0.2796 | 0.056 | 0.1573 | 0.1142 | 0.1328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127844 | -43101 | -147578 | -1096826 | -1057329 | -925291 |
Profit Factor | 2.2622 | 3.1779 | 1.4071 | 1.5062 | 1.3437 | 1.74 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 50.5263 | 52.0833 | 48.9362 | 50.5263 | 52.0833 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.2151 | 2.9237 | 1.4682 | 1.4749 | 1.2362 | 1.8157 |
Largest Winning Trade | 202324 | 202324 | 78464 | 1020319 | 747849 | 1020319 |
Largest Losing Trade | -45278 | -32559 | -45278 | -492785 | -492785 | -408554 |
Avg Bars in Trades | 58 | 44 | 71 | 58 | 44 | 71 |
Avg Bars in Winners | 87 | 62 | 114 | 87 | 62 | 114 |
Avg Bars in Losers | 28 | 25 | 30 | 28 | 25 | 30 |
Bars Traded | 5522 | 2142 | 3380 | 5522 | 2142 | 3380 |
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 | 497667 | 545408 | -117792 | 336177 | -39395 | -12297 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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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