Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125228.945 | 90712.0725 | 34516.8725 | 163678.8425 | 126524.0051 | 37154.8373 |
Total P&L (%) | 125.2289 | 90.7121 | 34.5169 | 163.6788 | 126.524 | 37.1548 |
Avg Daily Profit (%) | 0.2404 | 0.1742 | 0.0663 | 0.1863 | 0.1571 | 0.0607 |
Buy And Hold Return (%) | 22.5615 | 22.5615 | 22.5615 | 22.5615 | 22.5615 | 22.5615 |
Max Trade Drawdown | -38708 | -30369 | -39511 | -71119 | -50056 | -56951 |
Profit Factor | 1.4816 | 1.9918 | 1.2048 | 1.4473 | 2.0552 | 1.151 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 62.1429 | 64.2857 | 60 | 62.1429 | 64.2857 | 60 |
Ratio Avg Win / Avg Loss | 0.9026 | 1.1066 | 0.8032 | 0.8817 | 1.1418 | 0.7674 |
Largest Winning Trade | 17283 | 16885 | 17283 | 28939 | 21202 | 28939 |
Largest Losing Trade | -22380 | -14169 | -22380 | -32871 | -23543 | -32871 |
Avg Bars in Trades | 174 | 171 | 178 | 174 | 171 | 178 |
Avg Bars in Winners | 132 | 136 | 126 | 132 | 136 | 126 |
Avg Bars in Losers | 245 | 232 | 256 | 245 | 232 | 256 |
Bars Traded | 24479 | 11972 | 12507 | 24479 | 11972 | 12507 |
Profit Streak | 10.9171 | 22.5629 | 10.9171 | 10.9171 | 22.5629 | 10.9171 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323930 | -84479 | -209439 | 334516 | -83227 | -270015 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 227, "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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