Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2579613.1542 | 2539411.5442 | 40201.6099 | 16293721.3158 | 28231526.6563 | -11937805.3405 |
Total P&L (%) | 2579.6132 | 2539.4115 | 40.2016 | 16293.7213 | 28231.5267 | -11937.8053 |
Avg Daily Profit (%) | 1.1381 | 1.1204 | 0.0177 | 0.2252 | 0.2494 | 0 |
Buy And Hold Return (%) | 9733.1827 | 9733.1827 | 9733.1827 | 9733.1827 | 9733.1827 | 9733.1827 |
Max Trade Drawdown | -91704 | -89452 | -95549 | -23599578 | -15231695 | -25906108 |
Profit Factor | 7.4709 | 12.0853 | 1.2371 | 1.2191 | 1.7239 | 0.6625 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50.7692 | 50 | 51.5152 | 50.7692 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 7.2445 | 12.0853 | 1.1643 | 1.1822 | 1.7239 | 0.6235 |
Largest Winning Trade | 1908691 | 1908691 | 45474 | 18220700 | 18220700 | 4226712 |
Largest Losing Trade | -56136 | -35567 | -56136 | -18233540 | -8449499 | -18233540 |
Avg Bars in Trades | 203 | 209 | 197 | 203 | 209 | 197 |
Avg Bars in Winners | 276 | 285 | 268 | 276 | 285 | 268 |
Avg Bars in Losers | 128 | 134 | 123 | 128 | 134 | 123 |
Bars Traded | 13242 | 6709 | 6533 | 13242 | 6709 | 6533 |
Profit Streak | 67.834 | 227.334 | 67.834 | 67.834 | 227.334 | 67.834 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278720 | -142864 | -334505 | -136149 | 340896 | -580047 |
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{ "first_band": { "type": "alma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "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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