Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399623.8915 | 361781.8922 | 37841.9993 | 230560.3976 | 253462.6019 | -22902.2042 |
Total P&L (%) | 399.6239 | 361.7819 | 37.842 | 230.5604 | 253.4626 | -22.9022 |
Avg Daily Profit (%) | 0.1705 | 0.1543 | 0.0161 | 0.051 | 0.0539 | -0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150715 | -81626 | -166903 | -296736 | -166774 | -313676 |
Profit Factor | 1.3856 | 1.6937 | 1.0735 | 1.1083 | 1.2347 | 0.9782 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 47.7366 | 47.541 | 47.9339 | 47.7366 | 47.541 | 47.9339 |
Ratio Avg Win / Avg Loss | 1.517 | 1.869 | 1.166 | 1.2134 | 1.3625 | 1.0625 |
Largest Winning Trade | 110391 | 110391 | 71620 | 116723 | 116723 | 80957 |
Largest Losing Trade | -37635 | -37635 | -28831 | -144794 | -69814 | -144794 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 6926 | 3133 | 3793 | 6926 | 3133 | 3793 |
Profit Streak | 6.2046 | 6.2046 | 15.2046 | 6.2046 | 6.2046 | 15.2046 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393235 | 368125 | -313347 | -224316 | -121495 | -579075 |
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{ "first_band": { "type": "midprice", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 10, "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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