Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1438146.5815 | 1382205.1361 | 55941.4454 | 38682415.1297 | 48543685.0668 | -9861269.9371 |
Total P&L (%) | 1438.1466 | 1382.2051 | 55.9414 | 38682.4151 | 48543.6851 | -9861.2699 |
Avg Daily Profit (%) | 0.7732 | 0.7431 | 0.0301 | 0.321 | 0.3332 | 0 |
Buy And Hold Return (%) | 9226.1987 | 9226.1987 | 9226.1987 | 9226.1987 | 9226.1987 | 9226.1987 |
Max Trade Drawdown | -64162 | -48506 | -75242 | -14917984 | -9064311 | -12959832 |
Profit Factor | 4.9963 | 10.0792 | 1.2694 | 1.7393 | 3.2145 | 0.6756 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 32.967 | 40 | 26.087 | 32.967 | 40 | 26.087 |
Ratio Avg Win / Avg Loss | 10.1591 | 15.1188 | 3.5967 | 3.5366 | 4.8217 | 1.9143 |
Largest Winning Trade | 471698 | 471698 | 61612 | 24249070 | 24249070 | 11220128 |
Largest Losing Trade | -24242 | -19694 | -24242 | -5049546 | -3500521 | -5049546 |
Avg Bars in Trades | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Winners | 88 | 82 | 97 | 88 | 82 | 97 |
Avg Bars in Losers | 15 | 11 | 18 | 15 | 11 | 18 |
Bars Traded | 3601 | 1809 | 1792 | 3601 | 1809 | 1792 |
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 | -151429 | -148392 | -342425 | 141721 | 372176 | -602950 |
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{ "first_band": { "type": "alma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "hl2", "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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