Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2347449.3438 | 2346227.5259 | 1221.8179 | 1082936.6362 | 8151762.9692 | -7068826.333 |
Total P&L (%) | 2347.4493 | 2346.2275 | 1.2218 | 1082.9366 | 8151.763 | -7068.8263 |
Avg Daily Profit (%) | 1.062 | 1.0615 | 0.0006 | 0.1118 | 0.1999 | 0 |
Buy And Hold Return (%) | 854.919 | 854.919 | 854.919 | 854.919 | 854.919 | 854.919 |
Max Trade Drawdown | -223945 | -132063 | -113262 | -16741195 | -10053707 | -7605994 |
Profit Factor | 3.9044 | 6.3311 | 1.0033 | 1.0331 | 1.4517 | 0.5175 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 33.1034 | 34.7222 | 31.5068 | 33.1034 | 34.7222 | 31.5068 |
Ratio Avg Win / Avg Loss | 7.89 | 11.9025 | 2.1811 | 2.0878 | 2.7292 | 1.1251 |
Largest Winning Trade | 2160653 | 2160653 | 46458 | 17088450 | 17088450 | 1058566 |
Largest Losing Trade | -32819 | -32819 | -28944 | -4232748 | -2401376 | -4232748 |
Avg Bars in Trades | 89 | 98 | 80 | 89 | 98 | 80 |
Avg Bars in Winners | 192 | 208 | 175 | 192 | 208 | 175 |
Avg Bars in Losers | 38 | 40 | 37 | 38 | 40 | 37 |
Bars Traded | 12996 | 7091 | 5905 | 12996 | 7091 | 5905 |
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 | 390984 | -66816 | -652761 | -315245 | -75240 | -658261 |
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{ "first_band": { "type": "alma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "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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