Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577063.2368 | 445384.5508 | 131678.686 | 388661.5989 | 116906.1566 | 271755.4424 |
Total P&L (%) | 577.0632 | 445.3846 | 131.6787 | 388.6616 | 116.9062 | 271.7554 |
Avg Daily Profit (%) | 0.331 | 0.2555 | 0.0755 | 0.091 | 0.0444 | 0.0753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107363 | -160948 | -52562 | -206018 | -256066 | -90083 |
Profit Factor | 1.8937 | 2.0934 | 1.5523 | 1.3018 | 1.1414 | 1.5891 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 38 | 34 | 42 | 38 | 34 | 42 |
Ratio Avg Win / Avg Loss | 3.0897 | 4.0637 | 2.1437 | 2.124 | 2.2157 | 2.1945 |
Largest Winning Trade | 305343 | 305343 | 59229 | 200358 | 200358 | 97605 |
Largest Losing Trade | -34382 | -32579 | -34382 | -75262 | -75262 | -67673 |
Avg Bars in Trades | 51 | 48 | 55 | 51 | 48 | 55 |
Avg Bars in Winners | 81 | 80 | 83 | 81 | 80 | 83 |
Avg Bars in Losers | 33 | 31 | 34 | 33 | 31 | 34 |
Bars Traded | 5166 | 2402 | 2764 | 5166 | 2402 | 2764 |
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 | 300676 | -174201 | -272525 | -74607 | -383692 | -272546 |
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{ "first_band": { "type": "alma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 20, "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) |
---|