Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298882.5573 | 186598.4928 | 112284.0644 | 795770.5398 | 683221.4193 | 112549.1205 |
Total P&L (%) | 298.8826 | 186.5985 | 112.2841 | 795.7705 | 683.2214 | 112.5491 |
Avg Daily Profit (%) | 0.5739 | 0.3583 | 0.2156 | 0.4219 | 0.396 | 0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49423 | -32522 | -35980 | -568653 | -198046 | -415109 |
Profit Factor | 1.7914 | 2.0657 | 1.5543 | 1.3513 | 1.6608 | 1.0914 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 42.4528 | 38.6792 | 46.2264 | 42.4528 | 38.6792 | 46.2264 |
Ratio Avg Win / Avg Loss | 2.4283 | 3.2749 | 1.808 | 1.8317 | 2.633 | 1.2696 |
Largest Winning Trade | 66861 | 66861 | 27291 | 370882 | 370882 | 232344 |
Largest Losing Trade | -14818 | -14818 | -14177 | -102320 | -91782 | -102320 |
Avg Bars in Trades | 116 | 113 | 120 | 116 | 113 | 120 |
Avg Bars in Winners | 183 | 184 | 182 | 183 | 184 | 182 |
Avg Bars in Losers | 67 | 68 | 66 | 67 | 68 | 66 |
Bars Traded | 24766 | 12023 | 12743 | 24766 | 12023 | 12743 |
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 | 425519 | 275673 | 295017 | 325728 | 274143 | -121956 |
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{ "first_band": { "type": "alma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 77, "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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