Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611691.0094 | 349782.595 | 261908.4144 | 805219.0331 | 272189.5498 | 533029.4832 |
Total P&L (%) | 611.691 | 349.7826 | 261.9084 | 805.219 | 272.1896 | 533.0295 |
Avg Daily Profit (%) | 0.3661 | 0.2094 | 0.1568 | 0.132 | 0.0787 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107218 | -103906 | -45847 | -497588 | -491055 | -218679 |
Profit Factor | 2.2402 | 2.118 | 2.4522 | 1.4266 | 1.2312 | 1.7506 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 54.4118 | 44.1176 | 64.7059 | 54.4118 | 44.1176 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.877 | 2.6828 | 1.3376 | 1.1953 | 1.5595 | 0.9549 |
Largest Winning Trade | 369723 | 369723 | 67595 | 369928 | 369928 | 131013 |
Largest Losing Trade | -45847 | -41399 | -45847 | -218679 | -216724 | -218679 |
Avg Bars in Trades | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Winners | 76 | 84 | 71 | 76 | 84 | 71 |
Avg Bars in Losers | 65 | 68 | 61 | 65 | 68 | 61 |
Bars Traded | 4873 | 2572 | 2301 | 4873 | 2572 | 2301 |
Profit Streak | 57.8919 | 57.8919 | 83.8919 | 57.8919 | 57.8919 | 83.8919 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97748 | 374529 | 491906 | -127067 | -88429 | -41641 |
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{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.35557 } } }
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# | 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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