Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482559.5175 | 514968.564 | -32409.0465 | 306903.0072 | 5600166.9555 | -5293263.9484 |
Total P&L (%) | 482.5595 | 514.9686 | -32.409 | 306.903 | 5600.167 | -5293.2639 |
Avg Daily Profit (%) | 0.2648 | 0.2826 | -0.0178 | 0.077 | 0.2221 | 0 |
Buy And Hold Return (%) | 726.6477 | 726.6477 | 726.6477 | 726.6477 | 726.6477 | 726.6477 |
Max Trade Drawdown | -183524 | -101947 | -152150 | -7471365 | -2421009 | -7934856 |
Profit Factor | 1.2887 | 1.6195 | 0.9614 | 1.0097 | 1.4082 | 0.7039 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 224 | 108 | 116 | 224 | 108 | 116 |
Losing Trades | 250 | 129 | 121 | 250 | 129 | 121 |
Profitability (%) | 47.2574 | 45.5696 | 48.9451 | 47.2574 | 45.5696 | 48.9451 |
Ratio Avg Win / Avg Loss | 1.4382 | 1.9344 | 1.0029 | 1.1269 | 1.6821 | 0.7342 |
Largest Winning Trade | 84907 | 84907 | 54477 | 2323092 | 2323092 | 876657 |
Largest Losing Trade | -45806 | -24973 | -45806 | -3003919 | -679460 | -3003919 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 10829 | 4953 | 5876 | 10829 | 4953 | 5876 |
Profit Streak | 0 | 18.4789 | 0 | 0 | 18.4789 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155899 | -153662 | -578559 | -464006 | 373993 | -580225 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 15, "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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