Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1014035.384 | 88671.4457 | -1102706.8297 | -298023.4132 | -4019366.4545 | 3721343.0413 |
Total P&L (%) | -1014.0354 | 88.6714 | -1102.7068 | -298.0234 | -4019.3665 | 3721.343 |
Avg Daily Profit (%) | -0.5571 | 0.0487 | -0.6058 | 0 | 0 | 0.2003 |
Buy And Hold Return (%) | 625.2774 | 625.2774 | 625.2774 | 625.2774 | 625.2774 | 625.2774 |
Max Trade Drawdown | -1071478 | -128325 | -388859 | -10870540 | -8875788 | -4636218 |
Profit Factor | 0.4075 | 1.2957 | 0.2188 | 0.9858 | 0.6575 | 1.399 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 16 | 18 | 33 | 14 | 19 |
Losing Trades | 29 | 16 | 13 | 30 | 18 | 12 |
Profitability (%) | 53.9683 | 50 | 58.0645 | 52.381 | 43.75 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.3476 | 1.2957 | 0.158 | 0.8962 | 0.8453 | 0.8836 |
Largest Winning Trade | 55779 | 55779 | 49664 | 5780639 | 1917815 | 5780639 |
Largest Losing Trade | -825568 | -42512 | -825568 | -3422712 | -3422712 | -2718499 |
Avg Bars in Trades | 82 | 57 | 108 | 82 | 57 | 108 |
Avg Bars in Winners | 70 | 47 | 90 | 78 | 61 | 90 |
Avg Bars in Losers | 97 | 68 | 133 | 87 | 54 | 136 |
Bars Traded | 5209 | 1848 | 3361 | 5209 | 1848 | 3361 |
Profit Streak | 41.4766 | 82.4766 | 0 | 0 | 0 | 150.4766 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730713 | -293051 | -579772 | -731469 | -583240 | 329017 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 86, "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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