Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225826.8027 | 370703.9101 | -144877.1074 | -118573.4177 | -48370.3876 | -70203.0301 |
Total P&L (%) | 225.8268 | 370.7039 | -144.8771 | -118.5734 | -48.3704 | -70.203 |
Avg Daily Profit (%) | 0.0974 | 0.1599 | -0.0625 | 0 | -0.0285 | -0.0522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197183 | -168390 | -274014 | -481651 | -332461 | -345446 |
Profit Factor | 1.1969 | 1.8602 | 0.7976 | 0.8877 | 0.8936 | 0.8833 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 83 | 37 | 46 | 86 | 48 | 38 |
Losing Trades | 83 | 46 | 37 | 80 | 35 | 45 |
Profitability (%) | 50 | 44.5783 | 55.4217 | 51.8072 | 57.8313 | 45.7831 |
Ratio Avg Win / Avg Loss | 1.1969 | 2.3126 | 0.6416 | 0.8258 | 0.6516 | 1.0461 |
Largest Winning Trade | 175239 | 175239 | 48357 | 197110 | 104579 | 197110 |
Largest Losing Trade | -159634 | -52637 | -159634 | -150845 | -150845 | -81371 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 32 | 31 | 32 | 23 | 21 | 25 |
Avg Bars in Losers | 21 | 18 | 25 | 30 | 28 | 32 |
Bars Traded | 4463 | 2037 | 2426 | 4463 | 2037 | 2426 |
Profit Streak | 136.4863 | 174.4863 | 136.4863 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64262 | 362065 | -579169 | -579396 | -579817 | -580805 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 138 } }, "second_band": { "type": "alma", "factors": { "length": 123, "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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