Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671795.4241 | 531433.743 | 140361.6812 | 1727616.8921 | -830748.1608 | 2558365.053 |
Total P&L (%) | 671.7954 | 531.4337 | 140.3617 | 1727.6169 | -830.7482 | 2558.3651 |
Avg Daily Profit (%) | 0.3481 | 0.2754 | 0.0727 | 0.1507 | 0 | 0.1701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175516 | -114781 | -103518 | -11927854 | -8363563 | -4496116 |
Profit Factor | 1.427 | 1.7211 | 1.1678 | 1.0419 | 0.9622 | 1.1329 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 232 | 109 | 123 | 232 | 109 | 123 |
Losing Trades | 287 | 151 | 136 | 287 | 151 | 136 |
Profitability (%) | 44.7013 | 41.9231 | 47.4903 | 44.7013 | 41.9231 | 47.4903 |
Ratio Avg Win / Avg Loss | 1.7652 | 2.3843 | 1.2912 | 1.2889 | 1.3329 | 1.2526 |
Largest Winning Trade | 116962 | 116962 | 43359 | 3311527 | 3311527 | 2522012 |
Largest Losing Trade | -49782 | -21924 | -49782 | -1792593 | -1792593 | -1299888 |
Avg Bars in Trades | 44 | 37 | 50 | 44 | 37 | 50 |
Avg Bars in Winners | 60 | 45 | 73 | 60 | 45 | 73 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 22856 | 9760 | 13096 | 22856 | 9760 | 13096 |
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 | 429336 | 345878 | -131942 | -166150 | -581447 | -66757 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 12, "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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