Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1168038.6075 | -127.9583 | -1167910.6492 | 116415.4866 | -2439982.2418 | 2556397.7284 |
Total P&L (%) | -1168.0386 | -0.128 | -1167.9106 | 116.4155 | -2439.9822 | 2556.3977 |
Avg Daily Profit (%) | -0.642 | -0.0001 | -0.6419 | 0.0424 | 0 | 0.1804 |
Buy And Hold Return (%) | 697.5908 | 697.5908 | 697.5908 | 697.5908 | 697.5908 | 697.5908 |
Max Trade Drawdown | -1245897 | -110321 | -1195301 | -4225071 | -3267869 | -1445967 |
Profit Factor | 0.3336 | 0.9995 | 0.2117 | 1.0156 | 0.4529 | 1.8483 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 29 | 27 | 54 | 29 | 25 |
Losing Trades | 34 | 16 | 18 | 36 | 16 | 20 |
Profitability (%) | 62.2222 | 64.4444 | 60 | 60 | 64.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.2025 | 0.5515 | 0.1412 | 0.6771 | 0.2499 | 1.4786 |
Largest Winning Trade | 46476 | 37083 | 46476 | 3127130 | 472672 | 3127130 |
Largest Losing Trade | -712860 | -69237 | -712860 | -2737520 | -2737520 | -1208459 |
Avg Bars in Trades | 37 | 44 | 29 | 37 | 44 | 29 |
Avg Bars in Winners | 21 | 19 | 24 | 27 | 23 | 32 |
Avg Bars in Losers | 62 | 91 | 37 | 51 | 83 | 25 |
Bars Traded | 3344 | 2015 | 1329 | 3344 | 2015 | 1329 |
Profit Streak | 97.1166 | 143.6166 | 97.1166 | 97.1166 | 143.6166 | 97.1166 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577237 | -577394 | -578179 | -504080 | -577394 | 351679 |
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{ "first_band": { "type": "alma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 140, "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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