Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319522.7006 | 197800.2631 | 121722.4375 | 286173.0987 | 64192.4223 | 221980.6765 |
Total P&L (%) | 319.5227 | 197.8003 | 121.7224 | 286.1731 | 64.1924 | 221.9807 |
Avg Daily Profit (%) | 0.1886 | 0.1168 | 0.0719 | 0.0798 | 0.0293 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140030 | -76337 | -87604 | -1276639 | -922772 | -705611 |
Profit Factor | 1.675 | 1.7969 | 1.5407 | 1.1073 | 1.041 | 1.2019 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 50.5882 | 47.619 | 53.4884 | 50.5882 | 47.619 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.6361 | 1.9766 | 1.3397 | 1.0816 | 1.1451 | 1.0451 |
Largest Winning Trade | 94501 | 94501 | 58285 | 501213 | 501213 | 245108 |
Largest Losing Trade | -42781 | -42781 | -38401 | -461335 | -461335 | -246268 |
Avg Bars in Trades | 58 | 53 | 62 | 58 | 53 | 62 |
Avg Bars in Winners | 78 | 80 | 76 | 78 | 80 | 76 |
Avg Bars in Losers | 37 | 28 | 47 | 37 | 28 | 47 |
Bars Traded | 4943 | 2248 | 2695 | 4943 | 2248 | 2695 |
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 | 396010 | -34593 | -94941 | -188602 | -330517 | -100750 |
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{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 42, "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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