Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114163.6727 | 61454.9942 | 52708.6784 | 176020.5424 | 71815.5552 | 104204.9872 |
Total P&L (%) | 114.1637 | 61.455 | 52.7087 | 176.0205 | 71.8156 | 104.205 |
Avg Daily Profit (%) | 0.2487 | 0.1339 | 0.1148 | 0.2214 | 0.118 | 0.1556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26258 | -26258 | -21359 | -87632 | -87939 | -42393 |
Profit Factor | 1.6253 | 1.6476 | 1.6013 | 1.4505 | 1.3153 | 1.6394 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 296 | 147 | 149 | 296 | 147 | 149 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 76.2887 | 75.7732 | 76.8041 | 76.2887 | 75.7732 | 76.8041 |
Ratio Avg Win / Avg Loss | 0.5052 | 0.5268 | 0.4836 | 0.4508 | 0.4205 | 0.4951 |
Largest Winning Trade | 6292 | 5998 | 6292 | 9442 | 9442 | 7971 |
Largest Losing Trade | -26258 | -26258 | -21359 | -87632 | -87632 | -42393 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 68 | 63 | 74 | 68 | 63 | 74 |
Bars Traded | 10852 | 5195 | 5657 | 10852 | 5195 | 5657 |
Profit Streak | 592.1291 | 595.9624 | 592.1291 | 592.1291 | 595.9624 | 592.1291 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512784 | -10273 | -36589 | 469731 | -32731 | 417584 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 79, "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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