Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1484969.0563 | 1478101.2555 | 6867.8008 | -45111.7046 | 637226.6536 | -682338.3582 |
Total P&L (%) | 1484.9691 | 1478.1013 | 6.8678 | -45.1117 | 637.2267 | -682.3384 |
Avg Daily Profit (%) | 0.6407 | 0.6378 | 0.003 | -0.0259 | 0.0862 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143804 | -98727 | -148700 | -921242 | -300549 | -886726 |
Profit Factor | 3.3788 | 6.5776 | 1.0191 | 0.9754 | 2.1078 | 0.4566 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 46.6667 | 36.6667 | 56.6667 | 46.6667 | 36.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.8615 | 11.3613 | 0.7793 | 1.1147 | 3.6407 | 0.3492 |
Largest Winning Trade | 1382745 | 1382745 | 83496 | 480478 | 480478 | 157511 |
Largest Losing Trade | -88880 | -36344 | -88880 | -661922 | -112784 | -661922 |
Avg Bars in Trades | 110 | 85 | 136 | 110 | 85 | 136 |
Avg Bars in Winners | 175 | 164 | 183 | 175 | 164 | 183 |
Avg Bars in Losers | 53 | 39 | 74 | 53 | 39 | 74 |
Bars Traded | 6649 | 2567 | 4082 | 6649 | 2567 | 4082 |
Profit Streak | 0 | 0 | 54.8389 | 0 | 0 | 54.8389 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156530 | 542693 | -554419 | -753907 | -78636 | -579399 |
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{ "first_band": { "type": "alma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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