Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -882596.2753 | 122069.381 | -1004665.6563 | -3003382.9924 | -12948410.8812 | 9945027.8888 |
Total P&L (%) | -882.5963 | 122.0694 | -1004.6657 | -3003.383 | -12948.4109 | 9945.0279 |
Avg Daily Profit (%) | -0.4858 | 0.0672 | -0.553 | 0 | 0 | 0.254 |
Buy And Hold Return (%) | 595.0117 | 595.0117 | 595.0117 | 595.0117 | 595.0117 | 595.0117 |
Max Trade Drawdown | -1013461 | -146997 | -1066426 | -29173804 | -21748453 | -8204647 |
Profit Factor | 0.4598 | 1.4208 | 0.2524 | 0.9388 | 0.5437 | 1.4809 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 44 | 24 | 20 | 31 | 15 | 16 |
Losing Trades | 25 | 11 | 14 | 38 | 20 | 18 |
Profitability (%) | 63.7681 | 68.5714 | 58.8235 | 44.9275 | 42.8571 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2613 | 0.6512 | 0.1767 | 1.1508 | 0.7249 | 1.666 |
Largest Winning Trade | 80854 | 80854 | 50420 | 17184423 | 3950390 | 17184423 |
Largest Losing Trade | -582009 | -76469 | -582009 | -18374781 | -18374781 | -5697056 |
Avg Bars in Trades | 153 | 159 | 147 | 153 | 159 | 147 |
Avg Bars in Winners | 84 | 94 | 73 | 154 | 168 | 142 |
Avg Bars in Losers | 273 | 300 | 252 | 151 | 152 | 151 |
Bars Traded | 10577 | 5569 | 5008 | 10577 | 5569 | 5008 |
Profit Streak | 35.7339 | 64.2339 | 0 | 0 | 0 | 159.0672 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684450 | -266888 | -579651 | -687361 | -583565 | 381749 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 165, "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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