Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887901.2036 | 682165.3341 | 205735.8695 | 9402917.9993 | 3259693.4235 | 6143224.5758 |
Total P&L (%) | 887.9012 | 682.1653 | 205.7359 | 9402.918 | 3259.6934 | 6143.2246 |
Avg Daily Profit (%) | 0.3769 | 0.2895 | 0.0873 | 0.1935 | 0.1493 | 0.1756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68364 | -48547 | -30014 | -10248817 | -6195027 | -4574845 |
Profit Factor | 3.9862 | 4.4576 | 3.0566 | 1.3972 | 1.2425 | 1.6004 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 53.3333 | 50 | 56.6667 | 53.3333 | 50 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.488 | 4.4576 | 2.3374 | 1.2226 | 1.2425 | 1.2238 |
Largest Winning Trade | 374309 | 374309 | 70658 | 4485933 | 4485933 | 4465184 |
Largest Losing Trade | -37097 | -37097 | -16511 | -2630428 | -2630428 | -2530130 |
Avg Bars in Trades | 113 | 126 | 99 | 113 | 126 | 99 |
Avg Bars in Winners | 156 | 168 | 145 | 156 | 168 | 145 |
Avg Bars in Losers | 63 | 85 | 39 | 63 | 85 | 39 |
Bars Traded | 6788 | 3803 | 2985 | 6788 | 3803 | 2985 |
Profit Streak | 0 | 0 | 76.1719 | 0 | 0 | 76.1719 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156466 | 581500 | -69160 | -164407 | 228130 | 400386 |
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{ "first_band": { "type": "alma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 208, "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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