Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2016408.7955 | 2063231.5573 | -46822.7618 | -76715.197 | 1736602.8763 | -1813318.0733 |
Total P&L (%) | 2016.4088 | 2063.2316 | -46.8228 | -76.7152 | 1736.6029 | -1813.3181 |
Avg Daily Profit (%) | 0.8698 | 0.89 | -0.0202 | -0.0628 | 0.1256 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236103 | -168407 | -174711 | -2763063 | -730974 | -2168630 |
Profit Factor | 3.2358 | 6.4343 | 0.9103 | 0.9811 | 2.8142 | 0.4168 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 41.6667 | 37.5 | 45.8333 | 41.6667 | 37.5 | 45.8333 |
Ratio Avg Win / Avg Loss | 4.5302 | 10.7238 | 1.0758 | 1.3736 | 4.6903 | 0.4926 |
Largest Winning Trade | 2006926 | 2006926 | 80183 | 1716067 | 1716067 | 412364 |
Largest Losing Trade | -72568 | -35349 | -72568 | -1897058 | -290097 | -1897058 |
Avg Bars in Trades | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Winners | 108 | 118 | 101 | 108 | 118 | 101 |
Avg Bars in Losers | 43 | 46 | 39 | 43 | 46 | 39 |
Bars Traded | 6769 | 3510 | 3259 | 6769 | 3510 | 3259 |
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 | 591364 | 611997 | -580642 | -582096 | -24294 | -582309 |
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 141, "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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