Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571164.9552 | 1595949.7264 | -24784.7712 | 572526.0229 | 1644798.0255 | -1072272.0026 |
Total P&L (%) | 1571.165 | 1595.9497 | -24.7848 | 572.526 | 1644.798 | -1072.272 |
Avg Daily Profit (%) | 0.8649 | 0.8785 | -0.0136 | 0.105 | 0.1575 | 0 |
Buy And Hold Return (%) | 599.6228 | 599.6228 | 599.6228 | 599.6228 | 599.6228 | 599.6228 |
Max Trade Drawdown | -157788 | -100645 | -94427 | -3663585 | -1946261 | -1863271 |
Profit Factor | 2.7738 | 4.6537 | 0.9448 | 1.0487 | 1.2994 | 0.8286 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Profitability (%) | 34.3891 | 33.6364 | 35.1351 | 34.3891 | 33.6364 | 35.1351 |
Ratio Avg Win / Avg Loss | 5.2922 | 9.1817 | 1.7442 | 2.0009 | 2.5637 | 1.5298 |
Largest Winning Trade | 1273543 | 1273543 | 75251 | 2644931 | 2644931 | 839382 |
Largest Losing Trade | -34201 | -34201 | -21069 | -652537 | -652537 | -361655 |
Avg Bars in Trades | 48 | 41 | 55 | 48 | 41 | 55 |
Avg Bars in Winners | 90 | 75 | 104 | 90 | 75 | 104 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 10701 | 4557 | 6144 | 10701 | 4557 | 6144 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365506 | 386570 | -584039 | -388950 | -1098 | -584039 |
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{ "first_band": { "type": "midprice", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 6, "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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