Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5537141.7981 | 300381.8411 | -5837523.6391 | 547591043.3507 | -339858762.1245 | 887449805.4752 |
Total P&L (%) | -5537.1418 | 300.3818 | -5837.5236 | 547591.0434 | -339858.7621 | 887449.8055 |
Avg Daily Profit (%) | -2.4382 | 0.1323 | -2.5705 | 0.3798 | 0 | 0.4011 |
Buy And Hold Return (%) | 11631.0322 | 11631.0322 | 11631.0322 | 11631.0322 | 11631.0322 | 11631.0322 |
Max Trade Drawdown | -5888544 | -69771 | -5934321 | -713169691 | -526805878 | -459138720 |
Profit Factor | 0.1287 | 2.8003 | 0.0567 | 1.3882 | 0.6074 | 2.628 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 122 | 60 | 62 | 60 | 31 | 29 |
Losing Trades | 25 | 14 | 11 | 87 | 43 | 44 |
Profitability (%) | 82.9932 | 81.0811 | 84.9315 | 40.8163 | 41.8919 | 39.726 |
Ratio Avg Win / Avg Loss | 0.0264 | 0.6534 | 0.0101 | 2.0128 | 0.8425 | 3.9874 |
Largest Winning Trade | 47268 | 47268 | 26582 | 858885389 | 135454727 | 858885389 |
Largest Losing Trade | -5879470 | -41907 | -5879470 | -192814151 | -192814151 | -73149661 |
Avg Bars in Trades | 43 | 48 | 38 | 43 | 48 | 38 |
Avg Bars in Winners | 22 | 30 | 15 | 63 | 70 | 55 |
Avg Bars in Losers | 144 | 125 | 169 | 30 | 32 | 28 |
Bars Traded | 6424 | 3585 | 2839 | 6424 | 3585 | 2839 |
Profit Streak | 135.8432 | 135.8432 | 240.5099 | 135.8432 | 135.8432 | 343.8432 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574299 | -238396 | -646665 | 351251 | -646941 | -59761 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 247, "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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