Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199149.9326 | 1112082.1328 | 87067.7998 | 5487727.3293 | 4935145.2506 | 552582.0787 |
Total P&L (%) | 1199.1499 | 1112.0821 | 87.0678 | 5487.7273 | 4935.1453 | 552.5821 |
Avg Daily Profit (%) | 0.5758 | 0.534 | 0.0418 | 0.1934 | 0.1884 | 0.0901 |
Buy And Hold Return (%) | 618.3689 | 618.3689 | 618.3689 | 618.3689 | 618.3689 | 618.3689 |
Max Trade Drawdown | -245385 | -197223 | -149473 | -6805685 | -3823601 | -3467930 |
Profit Factor | 2.479 | 3.8096 | 1.2098 | 1.3362 | 1.5679 | 1.0724 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 45.8564 | 45.5556 | 46.1538 | 45.8564 | 45.5556 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.927 | 4.553 | 1.4115 | 1.5776 | 1.8738 | 1.2511 |
Largest Winning Trade | 481722 | 481722 | 60181 | 5749717 | 5749717 | 1336617 |
Largest Losing Trade | -44825 | -44679 | -44825 | -2326462 | -2326462 | -1632827 |
Avg Bars in Trades | 135 | 138 | 133 | 135 | 138 | 133 |
Avg Bars in Winners | 193 | 192 | 194 | 193 | 192 | 194 |
Avg Bars in Losers | 86 | 93 | 80 | 86 | 93 | 80 |
Bars Traded | 24559 | 12434 | 12125 | 24559 | 12434 | 12125 |
Profit Streak | 0 | 30.5661 | 0 | 0 | 30.5661 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288608 | 290876 | -305112 | 314409 | 333662 | -380726 |
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{ "first_band": { "type": "alma", "factors": { "length": 50, "offset": 171 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 50, "offset": 171 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "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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