Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -806366.5433 | 79869.8244 | -886236.3676 | -646679.4135 | -4515926.9077 | 3869247.4942 |
Total P&L (%) | -806.3665 | 79.8698 | -886.2364 | -646.6794 | -4515.9269 | 3869.2475 |
Avg Daily Profit (%) | -0.444 | 0.044 | -0.4879 | 0 | 0 | 0.2029 |
Buy And Hold Return (%) | 528.6454 | 528.6454 | 528.6454 | 528.6454 | 528.6454 | 528.6454 |
Max Trade Drawdown | -860847 | -126890 | -908189 | -7792249 | -5795308 | -3300310 |
Profit Factor | 0.4677 | 1.2582 | 0.2649 | 0.9606 | 0.4665 | 1.4856 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 20 | 18 | 31 | 15 | 16 |
Losing Trades | 33 | 16 | 17 | 40 | 21 | 19 |
Profitability (%) | 53.5211 | 55.5556 | 51.4286 | 43.662 | 41.6667 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.4062 | 1.0065 | 0.2502 | 1.2395 | 0.6531 | 1.7642 |
Largest Winning Trade | 70362 | 70362 | 52411 | 8541747 | 1208064 | 8541747 |
Largest Losing Trade | -416561 | -79241 | -416561 | -5189325 | -5189325 | -3061899 |
Avg Bars in Trades | 298 | 322 | 274 | 298 | 322 | 274 |
Avg Bars in Winners | 172 | 181 | 161 | 319 | 379 | 263 |
Avg Bars in Losers | 444 | 498 | 394 | 282 | 281 | 283 |
Bars Traded | 21223 | 11610 | 9613 | 21223 | 11610 | 9613 |
Profit Streak | 37.3013 | 65.2179 | 0 | 0 | 0 | 107.5513 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670776 | -298845 | -580602 | -672853 | -584020 | 333979 |
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{ "first_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.7791 } }, "second_band": { "type": "alma", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.7791 } }, "second_band": { "type": "alma", "factors": { "length": 248, "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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