Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107283.7133 | 55755.8445 | 51527.8688 | 122042.9289 | 92392.6639 | 29650.2651 |
Total P&L (%) | 107.2837 | 55.7558 | 51.5279 | 122.0429 | 92.3927 | 29.6503 |
Avg Daily Profit (%) | 0.412 | 0.2141 | 0.1979 | 0.3068 | 0.2516 | 0.0998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56581 | -20185 | -39746 | -85994 | -37200 | -82626 |
Profit Factor | 1.617 | 1.7823 | 1.5021 | 1.3999 | 1.8767 | 1.1484 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 65.9341 | 63.0435 | 68.8889 | 65.9341 | 63.0435 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.8354 | 1.0448 | 0.6784 | 0.7233 | 1.1001 | 0.5186 |
Largest Winning Trade | 15250 | 14370 | 15250 | 24857 | 20480 | 24857 |
Largest Losing Trade | -34917 | -20185 | -34917 | -80811 | -28807 | -80811 |
Avg Bars in Trades | 266 | 265 | 267 | 266 | 265 | 267 |
Avg Bars in Winners | 189 | 198 | 181 | 189 | 198 | 181 |
Avg Bars in Losers | 414 | 378 | 458 | 414 | 378 | 458 |
Bars Traded | 24244 | 12207 | 12035 | 24244 | 12207 | 12035 |
Profit Streak | 4.8214 | 33.3527 | 0 | 4.8214 | 33.3527 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412405 | 395908 | 257144 | 334834 | 448186 | -120781 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 222, "offset": 176 } } }
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# | 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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