Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371999.9477 | 209260.5569 | 162739.3909 | 111384.3267 | -605895.6622 | 717279.9889 |
Total P&L (%) | 371.9999 | 209.2606 | 162.7394 | 111.3843 | -605.8957 | 717.28 |
Avg Daily Profit (%) | 0.2044 | 0.115 | 0.0894 | 0.0411 | 0 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156965 | -126128 | -89795 | -2112238 | -1800521 | -1145315 |
Profit Factor | 1.2722 | 1.2929 | 1.2496 | 1.0094 | 0.9043 | 1.1311 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 196 | 84 | 112 | 196 | 84 | 112 |
Losing Trades | 246 | 137 | 109 | 246 | 137 | 109 |
Profitability (%) | 44.3439 | 38.0091 | 50.6787 | 44.3439 | 38.0091 | 50.6787 |
Ratio Avg Win / Avg Loss | 1.5968 | 2.1087 | 1.2161 | 1.2669 | 1.4748 | 1.1008 |
Largest Winning Trade | 91566 | 91566 | 54983 | 596545 | 596545 | 305965 |
Largest Losing Trade | -55522 | -19383 | -55522 | -787083 | -334292 | -787083 |
Avg Bars in Trades | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Winners | 67 | 75 | 61 | 67 | 75 | 61 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 21624 | 11401 | 10223 | 21624 | 11401 | 10223 |
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 | 316613 | -42384 | -73097 | -347982 | -583173 | -114012 |
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{ "first_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 112, "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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