Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1333114.0121 | 1206833.6168 | 126280.3953 | 9924879.5999 | 4707336.6354 | 5217542.9645 |
Total P&L (%) | 1333.114 | 1206.8336 | 126.2804 | 9924.8796 | 4707.3366 | 5217.543 |
Avg Daily Profit (%) | 0.5333 | 0.4828 | 0.0505 | 0.1845 | 0.155 | 0.1591 |
Buy And Hold Return (%) | 471.7127 | 471.7127 | 471.7127 | 471.7127 | 471.7127 | 471.7127 |
Max Trade Drawdown | -98081 | -39214 | -75379 | -4273209 | -3022127 | -2572128 |
Profit Factor | 4.6377 | 8.1845 | 1.6362 | 1.6086 | 1.5399 | 1.6875 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 37.5 | 31.25 | 43.75 | 37.5 | 31.25 | 43.75 |
Ratio Avg Win / Avg Loss | 7.7295 | 18.006 | 2.1037 | 2.6809 | 3.3877 | 2.1696 |
Largest Winning Trade | 765039 | 765039 | 52358 | 5157945 | 5157945 | 4805699 |
Largest Losing Trade | -43605 | -24415 | -43605 | -2409559 | -2409559 | -2186560 |
Avg Bars in Trades | 153 | 145 | 161 | 153 | 145 | 161 |
Avg Bars in Winners | 303 | 306 | 302 | 303 | 306 | 302 |
Avg Bars in Losers | 62 | 71 | 51 | 62 | 71 | 51 |
Bars Traded | 9808 | 4644 | 5164 | 9808 | 4644 | 5164 |
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 | -133488 | 293590 | -290592 | -137688 | 107651 | 303202 |
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{ "first_band": { "type": "alma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.53528 } } }
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# | 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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