Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98082.6526 | 81491.984 | 16590.6686 | 91236.7187 | 106708.3552 | -15471.6365 |
Total P&L (%) | 98.0827 | 81.492 | 16.5907 | 91.2367 | 106.7084 | -15.4716 |
Avg Daily Profit (%) | 0.1883 | 0.1565 | 0.0319 | 0.1246 | 0.1395 | -0.0323 |
Buy And Hold Return (%) | 23.6051 | 23.6051 | 23.6051 | 23.6051 | 23.6051 | 23.6051 |
Max Trade Drawdown | -58416 | -45970 | -44248 | -119536 | -75901 | -91446 |
Profit Factor | 1.4693 | 1.8726 | 1.1435 | 1.257 | 1.7005 | 0.9237 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 63.0952 | 66.6667 | 59.5238 | 63.0952 | 66.6667 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.8594 | 0.9363 | 0.7776 | 0.7352 | 0.8502 | 0.6281 |
Largest Winning Trade | 18820 | 18820 | 16320 | 33589 | 33589 | 29112 |
Largest Losing Trade | -38113 | -38113 | -24746 | -67089 | -67089 | -52477 |
Avg Bars in Trades | 293 | 276 | 309 | 293 | 276 | 309 |
Avg Bars in Winners | 179 | 221 | 132 | 179 | 221 | 132 |
Avg Bars in Losers | 487 | 387 | 569 | 487 | 387 | 569 |
Bars Traded | 24637 | 11627 | 13010 | 24637 | 11627 | 13010 |
Profit Streak | 13.6282 | 75.3366 | 13.6282 | 13.6282 | 75.3366 | 13.6282 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288680 | 301416 | -379118 | -27784 | -5042 | -579468 |
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{ "first_band": { "type": "t3", "factors": { "length": 223, "offset": 0, "a": 0.96334 } }, "second_band": { "type": "alma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 223, "offset": 0, "a": 0.96334 } }, "second_band": { "type": "alma", "factors": { "length": 199, "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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