Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393154.0287 | 1283351.7684 | 109802.2604 | 6906796.759 | 5873518.1789 | 1033278.5801 |
Total P&L (%) | 1393.154 | 1283.3518 | 109.8023 | 6906.7968 | 5873.5182 | 1033.2786 |
Avg Daily Profit (%) | 0.6333 | 0.5833 | 0.0499 | 0.1933 | 0.1861 | 0.1104 |
Buy And Hold Return (%) | 566.3197 | 566.3197 | 566.3197 | 566.3197 | 566.3197 | 566.3197 |
Max Trade Drawdown | -99723 | -115358 | -64215 | -8219930 | -6342622 | -4088161 |
Profit Factor | 3.6125 | 4.9904 | 1.5188 | 1.2858 | 1.3685 | 1.1256 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 51.4286 | 48.0769 | 54.717 | 51.4286 | 48.0769 | 54.717 |
Ratio Avg Win / Avg Loss | 3.4118 | 5.3897 | 1.2569 | 1.2144 | 1.478 | 0.9316 |
Largest Winning Trade | 746181 | 746181 | 52618 | 10194209 | 10194209 | 2171452 |
Largest Losing Trade | -39940 | -39940 | -33509 | -3860442 | -3860442 | -1936743 |
Avg Bars in Trades | 61 | 77 | 44 | 61 | 77 | 44 |
Avg Bars in Winners | 72 | 91 | 56 | 72 | 91 | 56 |
Avg Bars in Losers | 48 | 64 | 30 | 48 | 64 | 30 |
Bars Traded | 6413 | 4037 | 2376 | 6413 | 4037 | 2376 |
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 | 545780 | -166815 | -470060 | 303937 | -172382 | -316660 |
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{ "first_band": { "type": "alma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 132, "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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