Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1633633.3332 | 1502164.355 | 131468.9782 | 144249582.312 | 104199087.1901 | 40050495.1219 |
Total P&L (%) | 1633.6333 | 1502.1644 | 131.469 | 144249.5823 | 104199.0872 | 40050.4951 |
Avg Daily Profit (%) | 0.7844 | 0.7213 | 0.0631 | 0.3499 | 0.3343 | 0.2883 |
Buy And Hold Return (%) | 11781.8303 | 11781.8303 | 11781.8303 | 11781.8303 | 11781.8303 | 11781.8303 |
Max Trade Drawdown | -72790 | -76685 | -89692 | -35588342 | -25610818 | -26237872 |
Profit Factor | 4.1858 | 7.6924 | 1.456 | 2.0693 | 2.6199 | 1.5675 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 46.4052 | 43.4211 | 49.3506 | 46.4052 | 43.4211 | 49.3506 |
Ratio Avg Win / Avg Loss | 4.8343 | 10.0235 | 1.4943 | 2.3899 | 3.4139 | 1.6087 |
Largest Winning Trade | 608809 | 608809 | 46189 | 55040808 | 55040808 | 30370918 |
Largest Losing Trade | -36937 | -23344 | -36937 | -14128820 | -12174500 | -14128820 |
Avg Bars in Trades | 158 | 150 | 167 | 158 | 150 | 167 |
Avg Bars in Winners | 254 | 256 | 251 | 254 | 256 | 251 |
Avg Bars in Losers | 76 | 68 | 84 | 76 | 68 | 84 |
Bars Traded | 24302 | 11430 | 12872 | 24302 | 11430 | 12872 |
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 | -146143 | -196773 | -315591 | 455644 | -37834 | -33345 |
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{ "first_band": { "type": "alma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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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