Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209746.1626 | 44133.9054 | 165612.2572 | 117135.1332 | -70384.1617 | 187519.295 |
Total P&L (%) | 209.7462 | 44.1339 | 165.6123 | 117.1351 | -70.3842 | 187.5193 |
Avg Daily Profit (%) | 0.2028 | 0.0427 | 0.1602 | 0.075 | -0.1176 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71338 | -82264 | -55708 | -270752 | -268992 | -167279 |
Profit Factor | 1.3438 | 1.1462 | 1.5375 | 1.0819 | 0.8937 | 1.2442 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 54.4828 | 50.6849 | 58.3333 | 54.4828 | 50.6849 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1227 | 1.1152 | 1.0982 | 0.9039 | 0.8696 | 0.8887 |
Largest Winning Trade | 45794 | 42817 | 45794 | 108013 | 108013 | 104778 |
Largest Losing Trade | -38008 | -24856 | -38008 | -130979 | -61666 | -130979 |
Avg Bars in Trades | 20 | 15 | 25 | 20 | 15 | 25 |
Avg Bars in Winners | 21 | 14 | 27 | 21 | 14 | 27 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 2982 | 1116 | 1866 | 2982 | 1116 | 1866 |
Profit Streak | 0 | 0 | 9.4379 | 0 | 0 | 9.4379 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332623 | -269089 | -68340 | -223647 | -652369 | -135632 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 11, "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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