Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180552.9958 | 325677.8693 | -145124.8735 | -98712.5066 | 119470.4145 | -218182.9211 |
Total P&L (%) | 180.553 | 325.6779 | -145.1249 | -98.7125 | 119.4704 | -218.1829 |
Avg Daily Profit (%) | 0.0913 | 0.1647 | -0.0734 | -0.2199 | 0.0398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206206 | -148114 | -209220 | -229556 | -92205 | -216460 |
Profit Factor | 1.1277 | 1.4265 | 0.777 | 0.8674 | 1.362 | 0.4738 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 45.9184 | 47.9592 | 43.8776 | 45.9184 | 47.9592 | 43.8776 |
Ratio Avg Win / Avg Loss | 1.3281 | 1.5479 | 0.9939 | 1.0216 | 1.4779 | 0.606 |
Largest Winning Trade | 166041 | 166041 | 50050 | 100405 | 100405 | 69535 |
Largest Losing Trade | -83503 | -67082 | -83503 | -87039 | -41718 | -87039 |
Avg Bars in Trades | 29 | 38 | 20 | 29 | 38 | 20 |
Avg Bars in Winners | 33 | 38 | 27 | 33 | 38 | 27 |
Avg Bars in Losers | 27 | 39 | 15 | 27 | 39 | 15 |
Bars Traded | 5846 | 3809 | 2037 | 5846 | 3809 | 2037 |
Profit Streak | 526.6839 | 528.6839 | 526.6839 | 526.6839 | 528.6839 | 526.6839 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150470 | 316266 | -582590 | -578435 | -139822 | -582590 |
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{ "first_band": { "type": "alma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 67, "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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