Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968337.8616 | 851513.3545 | 116824.5071 | 5895891.7795 | 5597981.7234 | 297910.0562 |
Total P&L (%) | 968.3379 | 851.5134 | 116.8245 | 5895.8918 | 5597.9817 | 297.9101 |
Avg Daily Profit (%) | 0.3873 | 0.3406 | 0.0467 | 0.1639 | 0.1618 | 0.0553 |
Buy And Hold Return (%) | 674.7078 | 674.7078 | 674.7078 | 674.7078 | 674.7078 | 674.7078 |
Max Trade Drawdown | -99554 | -65214 | -81741 | -4412622 | -2992334 | -2147114 |
Profit Factor | 2.3524 | 3.2992 | 1.338 | 1.6775 | 2.0843 | 1.0841 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 52.1739 | 53.75 | 50.6173 | 52.1739 | 53.75 | 50.6173 |
Ratio Avg Win / Avg Loss | 2.1564 | 2.8388 | 1.3054 | 1.5377 | 1.7935 | 1.0577 |
Largest Winning Trade | 329263 | 329263 | 43835 | 4640136 | 4640136 | 765239 |
Largest Losing Trade | -77342 | -31442 | -77342 | -1759455 | -1759455 | -1169162 |
Avg Bars in Trades | 60 | 70 | 50 | 60 | 70 | 50 |
Avg Bars in Winners | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Losers | 46 | 55 | 38 | 46 | 55 | 38 |
Bars Traded | 9729 | 5625 | 4104 | 9729 | 5625 | 4104 |
Profit Streak | 27.4675 | 0 | 38.4675 | 27.4675 | 0 | 38.4675 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14598 | -87677 | -307293 | 452626 | -7297 | -424206 |
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{ "first_band": { "type": "alma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 144, "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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