Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236746.3182 | -402.5621 | 237148.8803 | 246689.1799 | -137623.1816 | 384312.3615 |
Total P&L (%) | 236.7463 | -0.4026 | 237.1489 | 246.6892 | -137.6232 | 384.3124 |
Avg Daily Profit (%) | 0.1551 | -0.0003 | 0.1554 | 0.0815 | 0 | 0.1034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65234 | -69719 | -31517 | -268960 | -244164 | -111667 |
Profit Factor | 1.65 | 0.9983 | 2.7752 | 1.2308 | 0.7887 | 1.9197 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 25 | 6 | 19 | 25 | 6 | 19 |
Losing Trades | 61 | 37 | 24 | 61 | 37 | 24 |
Profitability (%) | 29.0698 | 13.9535 | 44.186 | 29.0698 | 13.9535 | 44.186 |
Ratio Avg Win / Avg Loss | 4.026 | 6.1559 | 3.5055 | 3.003 | 4.8634 | 2.4249 |
Largest Winning Trade | 72502 | 72502 | 70374 | 150935 | 150935 | 114945 |
Largest Losing Trade | -22722 | -22722 | -17546 | -77100 | -63888 | -77100 |
Avg Bars in Trades | 34 | 23 | 44 | 34 | 23 | 44 |
Avg Bars in Winners | 84 | 78 | 86 | 84 | 78 | 86 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 2947 | 1020 | 1927 | 2947 | 1020 | 1927 |
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 | -1285 | -656450 | 371719 | -95045 | -656450 | -53507 |
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{ "first_band": { "type": "alma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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