Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1236262.4995 | -57916.4089 | -1178346.0905 | 42382.6788 | -2431688.7218 | 2474071.4006 |
Total P&L (%) | -1236.2625 | -57.9164 | -1178.3461 | 42.3827 | -2431.6887 | 2474.0714 |
Avg Daily Profit (%) | -0.6557 | -0.0307 | -0.625 | 0.0187 | 0 | 0.1724 |
Buy And Hold Return (%) | 342.2872 | 342.2872 | 342.2872 | 342.2872 | 342.2872 | 342.2872 |
Max Trade Drawdown | -1390369 | -166911 | -1247544 | -2614000 | -2801756 | -1566923 |
Profit Factor | 0.2418 | 0.7899 | 0.1303 | 1.0077 | 0.2664 | 2.1425 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 78 | 39 | 39 | 76 | 38 | 38 |
Losing Trades | 17 | 9 | 8 | 19 | 10 | 9 |
Profitability (%) | 82.1053 | 81.25 | 82.9787 | 80 | 79.1667 | 80.8511 |
Ratio Avg Win / Avg Loss | 0.0527 | 0.1823 | 0.0267 | 0.2519 | 0.0701 | 0.5074 |
Largest Winning Trade | 31229 | 31229 | 11739 | 3870253 | 281448 | 3870253 |
Largest Losing Trade | -944530 | -68647 | -944530 | -1830024 | -1830024 | -1508980 |
Avg Bars in Trades | 76 | 89 | 63 | 76 | 89 | 63 |
Avg Bars in Winners | 27 | 24 | 30 | 30 | 28 | 32 |
Avg Bars in Losers | 302 | 374 | 222 | 261 | 323 | 193 |
Bars Traded | 7292 | 4305 | 2987 | 7292 | 4305 | 2987 |
Profit Streak | 167.8131 | 167.8131 | 269.5631 | 167.8131 | 167.8131 | 269.5631 |
Trades During Streak | 18 | 9 | 9 | 18 | 9 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574430 | -575153 | -575034 | -541138 | -575383 | 526889 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 235, "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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