Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269050.1743 | 41056.633 | 227993.5413 | 418400.9783 | -7995.1629 | 426396.1412 |
Total P&L (%) | 269.0502 | 41.0566 | 227.9935 | 418.401 | -7.9952 | 426.3961 |
Avg Daily Profit (%) | 0.2077 | 0.0317 | 0.176 | 0.1271 | -0.0064 | 0.1283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68425 | -56320 | -45248 | -530566 | -427423 | -385961 |
Profit Factor | 1.5329 | 1.1623 | 1.9053 | 1.1793 | 0.9934 | 1.3775 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 40 | 33.7662 | 46.1538 | 40 | 33.7662 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.2994 | 2.2798 | 2.2229 | 1.7689 | 1.9485 | 1.6071 |
Largest Winning Trade | 45142 | 41240 | 45142 | 231286 | 231286 | 187470 |
Largest Losing Trade | -24318 | -15382 | -24318 | -188052 | -125073 | -188052 |
Avg Bars in Trades | 98 | 91 | 106 | 98 | 91 | 106 |
Avg Bars in Winners | 171 | 159 | 180 | 171 | 159 | 180 |
Avg Bars in Losers | 50 | 56 | 43 | 50 | 56 | 43 |
Bars Traded | 15344 | 7046 | 8298 | 15344 | 7046 | 8298 |
Profit Streak | 38.1545 | 38.1545 | 39.4045 | 38.1545 | 38.1545 | 39.4045 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311787 | -241311 | -23932 | -47131 | -625725 | -55011 |
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{ "first_band": { "type": "alma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 22, "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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