Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776837.6479 | 769145.2862 | 7692.3617 | 908772.1771 | 1772977.5335 | -864205.3564 |
Total P&L (%) | 776.8376 | 769.1453 | 7.6924 | 908.7722 | 1772.9775 | -864.2054 |
Avg Daily Profit (%) | 0.4281 | 0.4239 | 0.0042 | 0.1275 | 0.1616 | 0 |
Buy And Hold Return (%) | 716.7953 | 716.7953 | 716.7953 | 716.7953 | 716.7953 | 716.7953 |
Max Trade Drawdown | -88875 | -88568 | -65771 | -1403233 | -660482 | -1157159 |
Profit Factor | 2.8342 | 4.8776 | 1.0342 | 1.2403 | 2.1524 | 0.6148 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 47.6923 | 54.5455 | 40.625 | 47.6923 | 54.5455 | 40.625 |
Ratio Avg Win / Avg Loss | 3.1085 | 4.0646 | 1.5115 | 1.3603 | 1.7936 | 0.8985 |
Largest Winning Trade | 358932 | 358932 | 63668 | 1376123 | 1376123 | 338148 |
Largest Losing Trade | -54381 | -29246 | -54381 | -956859 | -295095 | -956859 |
Avg Bars in Trades | 53 | 66 | 39 | 53 | 66 | 39 |
Avg Bars in Winners | 71 | 82 | 57 | 71 | 82 | 57 |
Avg Bars in Losers | 36 | 47 | 27 | 36 | 47 | 27 |
Bars Traded | 3455 | 2183 | 1272 | 3455 | 2183 | 1272 |
Profit Streak | 48.8841 | 401.3841 | 0 | 48.8841 | 401.3841 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -260654 | -123401 | -538448 | -241509 | 362530 | -584456 |
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{ "first_band": { "type": "alma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 158, "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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