Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -825949.0165 | 124859.2519 | -950808.2684 | -2228437.5581 | -11216727.7368 | 8988290.1787 |
Total P&L (%) | -825.949 | 124.8593 | -950.8083 | -2228.4376 | -11216.7277 | 8988.2902 |
Avg Daily Profit (%) | -0.4534 | 0.0685 | -0.5219 | 0 | 0 | 0.2479 |
Buy And Hold Return (%) | 643.5986 | 643.5986 | 643.5986 | 643.5986 | 643.5986 | 643.5986 |
Max Trade Drawdown | -1046937 | -165719 | -1054997 | -26064799 | -20126206 | -5992524 |
Profit Factor | 0.5467 | 1.3006 | 0.3241 | 0.9543 | 0.6142 | 1.456 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 131 | 65 | 66 | 126 | 67 | 59 |
Losing Trades | 116 | 59 | 57 | 121 | 57 | 64 |
Profitability (%) | 53.0364 | 52.4194 | 53.6585 | 51.0121 | 54.0323 | 47.9675 |
Ratio Avg Win / Avg Loss | 0.4841 | 1.1805 | 0.2799 | 0.9165 | 0.5225 | 1.5794 |
Largest Winning Trade | 54576 | 52961 | 54576 | 12924093 | 3009554 | 12924093 |
Largest Losing Trade | -620646 | -73820 | -620646 | -16852681 | -16852681 | -3774805 |
Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Winners | 30 | 32 | 28 | 37 | 32 | 43 |
Avg Bars in Losers | 57 | 59 | 56 | 49 | 59 | 40 |
Bars Traded | 10729 | 5595 | 5134 | 10729 | 5595 | 5134 |
Profit Streak | 8.2536 | 12.9203 | 0 | 0 | 0 | 23.2536 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578419 | -265514 | -580531 | -579354 | -580480 | 399026 |
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{ "first_band": { "type": "alma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 153 } } }
# | 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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