Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422892.9764 | 1349688.5516 | 73204.4248 | 4461041.3629 | 3879837.293 | 581204.0699 |
Total P&L (%) | 1422.893 | 1349.6886 | 73.2044 | 4461.0414 | 3879.8373 | 581.2041 |
Avg Daily Profit (%) | 0.7825 | 0.7422 | 0.0403 | 0.2103 | 0.2028 | 0.1056 |
Buy And Hold Return (%) | 631.6302 | 631.6302 | 631.6302 | 631.6302 | 631.6302 | 631.6302 |
Max Trade Drawdown | -103359 | -67632 | -56020 | -5823234 | -4530387 | -4105290 |
Profit Factor | 2.9896 | 4.7332 | 1.207 | 1.1483 | 1.2637 | 1.0378 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 54 | 18 | 36 | 54 | 18 | 36 |
Losing Trades | 103 | 60 | 43 | 103 | 60 | 43 |
Profitability (%) | 34.3949 | 23.0769 | 45.5696 | 34.3949 | 23.0769 | 45.5696 |
Ratio Avg Win / Avg Loss | 5.7023 | 15.7775 | 1.4417 | 2.1902 | 4.2125 | 1.2396 |
Largest Winning Trade | 812575 | 812575 | 74234 | 6260824 | 6260824 | 2302844 |
Largest Losing Trade | -33655 | -24998 | -33655 | -1396898 | -1082001 | -1396898 |
Avg Bars in Trades | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Winners | 44 | 50 | 42 | 44 | 50 | 42 |
Avg Bars in Losers | 11 | 12 | 9 | 11 | 12 | 9 |
Bars Traded | 3575 | 1663 | 1912 | 3575 | 1663 | 1912 |
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 | 307931 | -58176 | -333798 | -53180 | -64007 | -424775 |
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{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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