Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2441259.0077 | 2331824.525 | 109434.4827 | 6745611.8529 | 5532370.5773 | 1213241.2756 |
Total P&L (%) | 2441.259 | 2331.8245 | 109.4345 | 6745.6119 | 5532.3706 | 1213.2413 |
Avg Daily Profit (%) | 1.3146 | 1.2557 | 0.0589 | 0.2278 | 0.2173 | 0.1388 |
Buy And Hold Return (%) | 151.3278 | 151.3278 | 151.3278 | 151.3278 | 151.3278 | 151.3278 |
Max Trade Drawdown | -76118 | -52648 | -58924 | -5683868 | -3139606 | -2544261 |
Profit Factor | 6.9654 | 12.6039 | 1.5254 | 1.3624 | 1.5396 | 1.1451 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 30.2326 | 27.907 | 32.5581 | 30.2326 | 27.907 | 32.5581 |
Ratio Avg Win / Avg Loss | 16.0741 | 32.56 | 3.1598 | 3.144 | 3.9773 | 2.372 |
Largest Winning Trade | 2106936 | 2106936 | 76861 | 5552104 | 5552104 | 4415227 |
Largest Losing Trade | -34062 | -22944 | -34062 | -1815204 | -1815204 | -1015659 |
Avg Bars in Trades | 81 | 82 | 81 | 81 | 82 | 81 |
Avg Bars in Winners | 206 | 224 | 191 | 206 | 224 | 191 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 7032 | 3534 | 3499 | 7032 | 3534 | 3499 |
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 | 528601 | 184971 | -284168 | 86201 | -6106 | -73884 |
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{ "first_band": { "type": "alma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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