Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876488.1959 | 733451.4331 | 143036.7628 | 724358.7386 | 92890.5366 | 631468.202 |
Total P&L (%) | 876.4882 | 733.4514 | 143.0368 | 724.3587 | 92.8905 | 631.4682 |
Avg Daily Profit (%) | 0.5032 | 0.4211 | 0.0821 | 0.1212 | 0.0377 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103168 | -165122 | -52843 | -1028592 | -893934 | -640399 |
Profit Factor | 2.2384 | 2.6794 | 1.5277 | 1.1748 | 1.0381 | 1.3702 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 44.5205 | 41.0959 | 47.9452 | 44.5205 | 41.0959 | 47.9452 |
Ratio Avg Win / Avg Loss | 2.7893 | 3.8405 | 1.6586 | 1.464 | 1.4879 | 1.4877 |
Largest Winning Trade | 602877 | 602877 | 55527 | 602877 | 602877 | 394820 |
Largest Losing Trade | -36668 | -35063 | -36668 | -422813 | -225803 | -422813 |
Avg Bars in Trades | 69 | 73 | 66 | 69 | 73 | 66 |
Avg Bars in Winners | 99 | 105 | 94 | 99 | 105 | 94 |
Avg Bars in Losers | 46 | 50 | 40 | 46 | 50 | 40 |
Bars Traded | 10205 | 5361 | 4844 | 10205 | 5361 | 4844 |
Profit Streak | 0 | 54.2631 | 0 | 0 | 54.2631 | 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 | 473215 | -58913 | -153485 | -60809 | -395081 | -112225 |
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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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