Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1421085.9321 | 523681.7644 | -1944767.6965 | 25545559.2062 | -23659090.8845 | 49204650.0907 |
Total P&L (%) | -1421.0859 | 523.6818 | -1944.7677 | 25545.5592 | -23659.0909 | 49204.6501 |
Avg Daily Profit (%) | -0.6285 | 0.2316 | -0.8601 | 0.2456 | 0 | 0.2746 |
Buy And Hold Return (%) | 9796.7658 | 9796.7658 | 9796.7658 | 9796.7658 | 9796.7658 | 9796.7658 |
Max Trade Drawdown | -1868896 | -73913 | -1978476 | -39869807 | -33953429 | -17382676 |
Profit Factor | 0.4037 | 3.6319 | 0.1096 | 1.2861 | 0.5958 | 2.5999 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 20 | 18 |
Losing Trades | 31 | 15 | 16 | 31 | 14 | 17 |
Profitability (%) | 55.0725 | 55.8824 | 54.2857 | 55.0725 | 58.8235 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.3293 | 2.8673 | 0.0923 | 1.0492 | 0.417 | 2.4555 |
Largest Winning Trade | 387422 | 387422 | 36997 | 55556470 | 6261937 | 55556470 |
Largest Losing Trade | -1860588 | -49435 | -1860588 | -16958182 | -16958182 | -4305507 |
Avg Bars in Trades | 125 | 128 | 122 | 125 | 128 | 122 |
Avg Bars in Winners | 108 | 99 | 117 | 116 | 111 | 121 |
Avg Bars in Losers | 146 | 166 | 127 | 136 | 153 | 123 |
Bars Traded | 8669 | 4385 | 4284 | 8669 | 4385 | 4284 |
Profit Streak | 0 | 153.3259 | 0 | 0 | 153.3259 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -686120 | -148550 | -580232 | -100375 | -578269 | 449665 |
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{ "first_band": { "type": "alma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 174, "offset": 0, "a": 0.66557 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 174, "offset": 0, "a": 0.66557 } } }
# | 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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