Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053707.7848 | 878642.2116 | 175065.5732 | 36526757.0078 | 30969181.4284 | 5557575.5794 |
Total P&L (%) | 1053.7078 | 878.6422 | 175.0656 | 36526.757 | 30969.1814 | 5557.5756 |
Avg Daily Profit (%) | 0.4214 | 0.3514 | 0.07 | 0.2364 | 0.2298 | 0.1615 |
Buy And Hold Return (%) | 737.5487 | 737.5487 | 737.5487 | 737.5487 | 737.5487 | 737.5487 |
Max Trade Drawdown | -57655 | -51285 | -40861 | -9401676 | -5198754 | -6140360 |
Profit Factor | 2.4655 | 3.4794 | 1.4801 | 2.1068 | 2.8617 | 1.3396 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 129 | 61 | 68 | 129 | 61 | 68 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 49.6154 | 46.9231 | 52.3077 | 49.6154 | 46.9231 | 52.3077 |
Ratio Avg Win / Avg Loss | 2.5038 | 3.9357 | 1.3495 | 2.1395 | 3.237 | 1.2214 |
Largest Winning Trade | 355387 | 355387 | 38819 | 12463389 | 12463389 | 6582780 |
Largest Losing Trade | -23361 | -18396 | -23361 | -5198754 | -5198754 | -4312695 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 7408 | 3717 | 3691 | 7408 | 3717 | 3691 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16298 | -91403 | -263675 | 498365 | 454587 | 302480 |
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{ "first_band": { "type": "alma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 66, "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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