Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004106.842 | 916719.3291 | 87387.5129 | 1195939.0487 | 2277561.1281 | -1081622.0793 |
Total P&L (%) | 1004.1068 | 916.7193 | 87.3875 | 1195.939 | 2277.5611 | -1081.6221 |
Avg Daily Profit (%) | 0.5438 | 0.4965 | 0.0473 | 0.1388 | 0.1718 | 0 |
Buy And Hold Return (%) | 134.317 | 134.317 | 134.317 | 134.317 | 134.317 | 134.317 |
Max Trade Drawdown | -116745 | -80275 | -71197 | -2202963 | -1171437 | -2263319 |
Profit Factor | 2.8536 | 4.8651 | 1.287 | 1.1319 | 1.6556 | 0.8066 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 52.2124 | 50.8772 | 53.5714 | 52.2124 | 50.8772 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.6118 | 4.6973 | 1.1154 | 1.036 | 1.5986 | 0.6991 |
Largest Winning Trade | 694383 | 694383 | 71960 | 1468223 | 1468223 | 723652 |
Largest Losing Trade | -66692 | -50053 | -66692 | -1762396 | -824872 | -1762396 |
Avg Bars in Trades | 62 | 63 | 62 | 62 | 63 | 62 |
Avg Bars in Winners | 84 | 92 | 76 | 84 | 92 | 76 |
Avg Bars in Losers | 39 | 32 | 46 | 39 | 32 | 46 |
Bars Traded | 7113 | 3592 | 3521 | 7113 | 3592 | 3521 |
Profit Streak | 0 | 0 | 6.4193 | 0 | 0 | 6.4193 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 612381 | -161790 | -474379 | -82131 | -169009 | -759679 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 201 } }, "second_band": { "type": "alma", "factors": { "length": 51, "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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