Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769578.179 | 759302.0304 | 10276.1485 | -10655478.0805 | -23076178.686 | 12420700.6055 |
Total P&L (%) | 769.5782 | 759.302 | 10.2761 | -10655.4781 | -23076.1787 | 12420.7006 |
Avg Daily Profit (%) | 0.3077 | 0.3036 | 0.0041 | 0 | 0 | 0.1933 |
Buy And Hold Return (%) | 751.1987 | 751.1987 | 751.1987 | 751.1987 | 751.1987 | 751.1987 |
Max Trade Drawdown | -199219 | -59151 | -189422 | -20483775 | -23297347 | -8580502 |
Profit Factor | 2.3169 | 6.131 | 1.0235 | 0.7781 | 0.2634 | 1.7438 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 23 | 27 | 38 | 20 | 18 |
Losing Trades | 33 | 18 | 15 | 45 | 21 | 24 |
Profitability (%) | 60.241 | 56.0976 | 64.2857 | 45.7831 | 48.7805 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.5292 | 4.7982 | 0.5686 | 0.9215 | 0.2765 | 2.3251 |
Largest Winning Trade | 247153 | 247153 | 54511 | 15454447 | 2889236 | 15454447 |
Largest Losing Trade | -189422 | -38920 | -189422 | -13880004 | -13880004 | -2375733 |
Avg Bars in Trades | 87 | 92 | 82 | 87 | 92 | 82 |
Avg Bars in Winners | 98 | 101 | 95 | 84 | 92 | 75 |
Avg Bars in Losers | 71 | 81 | 58 | 90 | 92 | 87 |
Bars Traded | 7265 | 3804 | 3460 | 7265 | 3804 | 3460 |
Profit Streak | 164.49 | 164.49 | 241.1567 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143056 | -143177 | -546125 | -583695 | -581216 | 307878 |
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{ "first_band": { "type": "alma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "offset": 134 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "offset": 134 } } }
# | 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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