Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719112.0905 | 609156.8081 | 109955.2824 | 843796.7052 | 173945.7227 | 669850.9825 |
Total P&L (%) | 719.1121 | 609.1568 | 109.9553 | 843.7967 | 173.9457 | 669.851 |
Avg Daily Profit (%) | 0.2979 | 0.2524 | 0.0456 | 0.093 | 0.0418 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126486 | -81473 | -128888 | -1817612 | -1288141 | -795500 |
Profit Factor | 2.2091 | 3.1137 | 1.3587 | 1.1744 | 1.07 | 1.2843 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 38.3721 | 34.8837 | 41.8605 | 38.3721 | 34.8837 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.548 | 5.8122 | 1.8871 | 1.8861 | 1.9974 | 1.7838 |
Largest Winning Trade | 300606 | 300606 | 71501 | 925852 | 804339 | 925852 |
Largest Losing Trade | -45802 | -28998 | -45802 | -382306 | -342641 | -382306 |
Avg Bars in Trades | 108 | 94 | 123 | 108 | 94 | 123 |
Avg Bars in Winners | 187 | 165 | 205 | 187 | 165 | 205 |
Avg Bars in Losers | 60 | 56 | 64 | 60 | 56 | 64 |
Bars Traded | 9368 | 4060 | 5308 | 9368 | 4060 | 5308 |
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 | 316307 | 309855 | -133628 | -100236 | -285317 | -81612 |
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{ "first_band": { "type": "alma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 25, "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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