Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827986.8557 | 712597.0292 | 115389.8264 | 5858271.2977 | 8837972.244 | -2979700.9463 |
Total P&L (%) | 827.9869 | 712.597 | 115.3898 | 5858.2713 | 8837.9722 | -2979.7009 |
Avg Daily Profit (%) | 0.3312 | 0.285 | 0.0462 | 0.1636 | 0.1799 | 0 |
Buy And Hold Return (%) | 858.9646 | 858.9646 | 858.9646 | 858.9646 | 858.9646 | 858.9646 |
Max Trade Drawdown | -84816 | -78553 | -92657 | -5618951 | -880011 | -5482600 |
Profit Factor | 2.7669 | 4.2427 | 1.4637 | 1.6419 | 4.966 | 0.568 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 61.6162 | 61.2245 | 62 | 61.6162 | 61.2245 | 62 |
Ratio Avg Win / Avg Loss | 1.7237 | 2.6871 | 0.8971 | 1.0228 | 3.1451 | 0.3482 |
Largest Winning Trade | 178047 | 178047 | 63291 | 5142585 | 5142585 | 877587 |
Largest Losing Trade | -74212 | -51081 | -74212 | -5366026 | -538687 | -5366026 |
Avg Bars in Trades | 71 | 82 | 60 | 71 | 82 | 60 |
Avg Bars in Winners | 74 | 77 | 70 | 74 | 77 | 70 |
Avg Bars in Losers | 67 | 90 | 44 | 67 | 90 | 44 |
Bars Traded | 7091 | 4052 | 3038 | 7091 | 4052 | 3038 |
Profit Streak | 220.9695 | 287.3029 | 220.9695 | 220.9695 | 287.3029 | 220.9695 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148138 | -146874 | -474775 | 460975 | 667272 | -757920 |
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{ "first_band": { "type": "alma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 201, "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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