Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333426.0593 | 291842.2004 | 41583.8589 | 49391.0244 | 150963.5935 | -101572.5692 |
Total P&L (%) | 333.4261 | 291.8422 | 41.5839 | 49.391 | 150.9636 | -101.5726 |
Avg Daily Profit (%) | 0.1771 | 0.155 | 0.0221 | 0.0213 | 0.0489 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116485 | -59420 | -69414 | -329074 | -166904 | -213854 |
Profit Factor | 1.644 | 2.2961 | 1.1421 | 1.0341 | 1.2538 | 0.8813 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 45.1613 | 50 | 47.541 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 1.8141 | 2.7881 | 1.1421 | 1.141 | 1.5224 | 0.8813 |
Largest Winning Trade | 196577 | 196577 | 43220 | 249354 | 249354 | 121655 |
Largest Losing Trade | -57496 | -33841 | -57496 | -178417 | -89248 | -178417 |
Avg Bars in Trades | 55 | 28 | 82 | 55 | 28 | 82 |
Avg Bars in Winners | 65 | 28 | 99 | 65 | 28 | 99 |
Avg Bars in Losers | 45 | 28 | 64 | 45 | 28 | 64 |
Bars Traded | 3358 | 895 | 2463 | 3358 | 895 | 2463 |
Profit Streak | 0 | 0 | 61.29 | 0 | 0 | 61.29 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156417 | 358705 | -229116 | -515794 | -128368 | -580265 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 39, "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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