Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072197.5075 | 897537.6119 | 174659.8956 | 36445723.6405 | 60700988.6299 | -24255264.9893 |
Total P&L (%) | 1072.1975 | 897.5376 | 174.6599 | 36445.7236 | 60700.9886 | -24255.265 |
Avg Daily Profit (%) | 0.4288 | 0.359 | 0.0699 | 0.2363 | 0.2567 | 0 |
Buy And Hold Return (%) | 690.1285 | 690.1285 | 690.1285 | 690.1285 | 690.1285 | 690.1285 |
Max Trade Drawdown | -150902 | -68431 | -134460 | -72525203 | -32868421 | -65339911 |
Profit Factor | 3.335 | 4.8178 | 1.7794 | 1.2299 | 1.7388 | 0.6825 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 55.5556 | 57.1429 | 54 | 55.5556 | 57.1429 | 54 |
Ratio Avg Win / Avg Loss | 2.668 | 3.6134 | 1.5158 | 0.9839 | 1.3041 | 0.5814 |
Largest Winning Trade | 367360 | 367360 | 50524 | 56179029 | 56179029 | 15193888 |
Largest Losing Trade | -35246 | -26574 | -35246 | -20637180 | -16419962 | -20637180 |
Avg Bars in Trades | 73 | 88 | 58 | 73 | 88 | 58 |
Avg Bars in Winners | 89 | 102 | 75 | 89 | 102 | 75 |
Avg Bars in Losers | 53 | 69 | 38 | 53 | 69 | 38 |
Bars Traded | 7269 | 4339 | 2930 | 7269 | 4339 | 2930 |
Profit Streak | 0 | 153.6873 | 0 | 0 | 153.6873 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269608 | -53233 | -441606 | 263529 | 456960 | -760314 |
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{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 172, "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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