Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315865.2392 | 306078.9786 | 9786.2606 | 63813.7145 | 84925.3286 | -21111.6141 |
Total P&L (%) | 315.8652 | 306.079 | 9.7863 | 63.8137 | 84.9253 | -21.1116 |
Avg Daily Profit (%) | 0.2607 | 0.2526 | 0.0081 | 0.0407 | 0.0508 | -0.0196 |
Buy And Hold Return (%) | 12.3718 | 12.3718 | 12.3718 | 12.3718 | 12.3718 | 12.3718 |
Max Trade Drawdown | -156831 | -93472 | -100207 | -510404 | -421354 | -230322 |
Profit Factor | 1.5748 | 1.9956 | 1.0404 | 1.046 | 1.0981 | 0.9596 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 44.4444 | 42.5 | 46.3415 | 44.4444 | 42.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.9685 | 2.6999 | 1.2047 | 1.3075 | 1.4857 | 1.1111 |
Largest Winning Trade | 189439 | 189439 | 30043 | 336289 | 336289 | 77262 |
Largest Losing Trade | -35603 | -35603 | -35025 | -146222 | -146222 | -92635 |
Avg Bars in Trades | 58 | 64 | 52 | 58 | 64 | 52 |
Avg Bars in Winners | 67 | 75 | 59 | 67 | 75 | 59 |
Avg Bars in Losers | 51 | 55 | 46 | 51 | 55 | 46 |
Bars Traded | 4708 | 2568 | 2140 | 4708 | 2568 | 2140 |
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 | -7423 | 323073 | -525260 | -328109 | -240732 | -580498 |
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{ "first_band": { "type": "alma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.35461 } } }
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# | 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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