Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419265.3222 | 572782.3682 | -153517.046 | 19290690.4418 | 21940703.6803 | -2650013.2385 |
Total P&L (%) | 419.2653 | 572.7824 | -153.517 | 19290.6904 | 21940.7037 | -2650.0132 |
Avg Daily Profit (%) | 0.1676 | 0.229 | -0.0614 | 0.2108 | 0.2159 | 0 |
Buy And Hold Return (%) | 772.2477 | 772.2477 | 772.2477 | 772.2477 | 772.2477 | 772.2477 |
Max Trade Drawdown | -297732 | -41118 | -356748 | -6511199 | -3796842 | -10008135 |
Profit Factor | 1.5364 | 4.4115 | 0.7499 | 1.6492 | 2.571 | 0.8317 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 79 | 40 | 39 | 75 | 37 | 38 |
Losing Trades | 71 | 35 | 36 | 75 | 38 | 37 |
Profitability (%) | 52.6667 | 53.3333 | 52 | 50 | 49.3333 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.3808 | 3.8601 | 0.6922 | 1.6492 | 2.6405 | 0.8098 |
Largest Winning Trade | 127866 | 127866 | 58028 | 12175877 | 12175877 | 1877487 |
Largest Losing Trade | -293388 | -17595 | -293388 | -3796842 | -3796842 | -3401482 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 51 | 49 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 42 | 44 | 41 | 43 | 44 | 41 |
Bars Traded | 7080 | 3543 | 3536 | 7080 | 3543 | 3536 |
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 | -155773 | -206655 | -637476 | 433411 | -44141 | -637649 |
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{ "first_band": { "type": "alma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 219 } } }
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# | 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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