Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170993.9371 | 1141943.0728 | 29050.8643 | 813912.6551 | 20788.4425 | 793124.2126 |
Total P&L (%) | 1170.9939 | 1141.9431 | 29.0509 | 813.9127 | 20.7884 | 793.1242 |
Avg Daily Profit (%) | 0.6208 | 0.6054 | 0.0154 | 0.1174 | 0.01 | 0.1161 |
Buy And Hold Return (%) | 284.2669 | 284.2669 | 284.2669 | 284.2669 | 284.2669 | 284.2669 |
Max Trade Drawdown | -146946 | -133938 | -118271 | -1799001 | -1877417 | -859809 |
Profit Factor | 2.519 | 3.5992 | 1.0876 | 1.1128 | 1.0047 | 1.2877 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 35.7143 | 32.1429 | 39.2857 | 35.7143 | 32.1429 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.5342 | 7.5983 | 1.6809 | 2.003 | 2.121 | 1.99 |
Largest Winning Trade | 568306 | 568306 | 56923 | 1542114 | 1542114 | 722684 |
Largest Losing Trade | -40260 | -40260 | -22783 | -688401 | -688401 | -410149 |
Avg Bars in Trades | 49 | 46 | 53 | 49 | 46 | 53 |
Avg Bars in Winners | 84 | 77 | 89 | 84 | 77 | 89 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 5575 | 2600 | 2975 | 5575 | 2600 | 2975 |
Profit Streak | 0 | 0 | 34.0095 | 0 | 0 | 34.0095 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326228 | -171214 | -644761 | -139760 | -746800 | -223392 |
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{ "first_band": { "type": "alma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "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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