Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54001.5841 | 39645.3532 | 14356.2309 | 30681.9421 | 32592.2307 | -1910.2886 |
Total P&L (%) | 54.0016 | 39.6454 | 14.3562 | 30.6819 | 32.5922 | -1.9103 |
Avg Daily Profit (%) | 0.3888 | 0.2854 | 0.1033 | 0.1928 | 0.2033 | -0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44076 | -27378 | -45748 | -45883 | -26684 | -50631 |
Profit Factor | 1.2661 | 1.4915 | 1.1174 | 1.1556 | 1.4231 | 0.9841 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 65.2893 | 67.2131 | 63.3333 | 65.2893 | 67.2131 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.6731 | 0.7276 | 0.6469 | 0.6144 | 0.6942 | 0.5697 |
Largest Winning Trade | 13128 | 13128 | 12707 | 10363 | 10363 | 9738 |
Largest Losing Trade | -32464 | -23079 | -32464 | -29327 | -22588 | -29327 |
Avg Bars in Trades | 108 | 105 | 111 | 108 | 105 | 111 |
Avg Bars in Winners | 87 | 88 | 84 | 87 | 88 | 84 |
Avg Bars in Losers | 148 | 139 | 157 | 148 | 139 | 157 |
Bars Traded | 13129 | 6435 | 6694 | 13129 | 6435 | 6694 |
Profit Streak | 153.0828 | 160.4995 | 153.0828 | 153.0828 | 160.4995 | 153.0828 |
Trades During Streak | 13 | 9 | 6 | 13 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307298 | -154016 | -346084 | -44406 | -155764 | -748568 |
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{ "first_band": { "type": "midprice", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 145, "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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