Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107301.7129 | 935261.0789 | 172040.634 | 30461664.0095 | 23874065.0096 | 6587598.9999 |
Total P&L (%) | 1107.3017 | 935.2611 | 172.0406 | 30461.664 | 23874.065 | 6587.599 |
Avg Daily Profit (%) | 0.6039 | 0.5101 | 0.0938 | 0.3126 | 0.2993 | 0.2295 |
Buy And Hold Return (%) | 660.7277 | 660.7277 | 660.7277 | 660.7277 | 660.7277 | 660.7277 |
Max Trade Drawdown | -75138 | -62735 | -70913 | -22217008 | -21373213 | -12495020 |
Profit Factor | 2.6175 | 3.9069 | 1.4742 | 1.3461 | 1.5491 | 1.1479 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 47.2222 | 43.0556 | 51.3889 | 47.2222 | 43.0556 | 51.3889 |
Ratio Avg Win / Avg Loss | 2.9255 | 5.1672 | 1.3945 | 1.5045 | 2.0489 | 1.0859 |
Largest Winning Trade | 280294 | 280294 | 56315 | 16381334 | 16381334 | 8256231 |
Largest Losing Trade | -32275 | -17147 | -32275 | -7061270 | -5848666 | -7061270 |
Avg Bars in Trades | 151 | 147 | 155 | 151 | 147 | 155 |
Avg Bars in Winners | 223 | 232 | 216 | 223 | 232 | 216 |
Avg Bars in Losers | 87 | 83 | 90 | 87 | 83 | 90 |
Bars Traded | 21816 | 10648 | 11168 | 21816 | 10648 | 11168 |
Profit Streak | 24.3211 | 41.3211 | 0 | 24.3211 | 41.3211 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261981 | -100000 | -311609 | 371586 | -69567 | -128788 |
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{ "first_band": { "type": "alma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 60, "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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