Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1767637.8157 | -145811.5479 | -1621826.2678 | -93179.7696 | -6770780.6669 | 6677600.8974 |
Total P&L (%) | -1767.6378 | -145.8115 | -1621.8263 | -93.1798 | -6770.7807 | 6677.6009 |
Avg Daily Profit (%) | -0.9412 | -0.0776 | -0.8636 | -0.1429 | 0 | 0.2248 |
Buy And Hold Return (%) | 558.0095 | 558.0095 | 558.0095 | 558.0095 | 558.0095 | 558.0095 |
Max Trade Drawdown | -1940956 | -253400 | -1700017 | -6440541 | -7447332 | -2834472 |
Profit Factor | 0.1772 | 0.576 | 0.1012 | 0.9925 | 0.1696 | 2.5894 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 68.4211 | 63.1579 | 73.6842 | 68.4211 | 63.1579 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.0818 | 0.336 | 0.0361 | 0.4581 | 0.0989 | 0.9248 |
Largest Winning Trade | 40725 | 40725 | 24067 | 7628300 | 503195 | 7628300 |
Largest Losing Trade | -906309 | -57754 | -906309 | -3154823 | -3154823 | -2834472 |
Avg Bars in Trades | 48 | 58 | 37 | 48 | 58 | 37 |
Avg Bars in Winners | 19 | 23 | 16 | 28 | 30 | 27 |
Avg Bars in Losers | 109 | 119 | 95 | 89 | 107 | 65 |
Bars Traded | 3660 | 2236 | 1424 | 3660 | 2236 | 1424 |
Profit Streak | 165.8865 | 165.8865 | 273.3865 | 165.8865 | 165.8865 | 273.3865 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630364 | -577676 | -576278 | -630364 | -577676 | 536705 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 93, "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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