Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197445.6892 | 306998.2221 | -109552.5329 | -94355.1804 | 85524.2559 | -179879.4363 |
Total P&L (%) | 197.4457 | 306.9982 | -109.5525 | -94.3552 | 85.5243 | -179.8794 |
Avg Daily Profit (%) | 0.1049 | 0.163 | -0.0582 | -0.1525 | 0.0328 | 0 |
Buy And Hold Return (%) | 27.0299 | 27.0299 | 27.0299 | 27.0299 | 27.0299 | 27.0299 |
Max Trade Drawdown | -200793 | -92496 | -211356 | -126538 | -56005 | -187467 |
Profit Factor | 1.0867 | 1.2834 | 0.9082 | 0.8747 | 1.2897 | 0.6071 |
Total Trades | 698 | 349 | 349 | 698 | 349 | 349 |
Winning Trades | 456 | 236 | 220 | 456 | 236 | 220 |
Losing Trades | 242 | 113 | 129 | 242 | 113 | 129 |
Profitability (%) | 65.3295 | 67.6218 | 63.0372 | 65.3295 | 67.6218 | 63.0372 |
Ratio Avg Win / Avg Loss | 0.5767 | 0.6145 | 0.5325 | 0.4642 | 0.6175 | 0.356 |
Largest Winning Trade | 93803 | 93803 | 24794 | 33418 | 33418 | 14158 |
Largest Losing Trade | -75137 | -42614 | -75137 | -61407 | -16152 | -61407 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 3748 | 1894 | 1853 | 3748 | 1894 | 1853 |
Profit Streak | 9.4736 | 0 | 12.9736 | 9.4736 | 0 | 12.9736 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172784 | 340282 | -576931 | -573784 | -149818 | -576931 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 6, "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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