Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030602.5378 | 1038843.5533 | -8241.0155 | 616142.5757 | 4514958.9668 | -3898816.3911 |
Total P&L (%) | 1030.6025 | 1038.8436 | -8.241 | 616.1426 | 4514.959 | -3898.8164 |
Avg Daily Profit (%) | 0.5674 | 0.572 | -0.0045 | 0.1085 | 0.2112 | 0 |
Buy And Hold Return (%) | 549.2424 | 549.2424 | 549.2424 | 549.2424 | 549.2424 | 549.2424 |
Max Trade Drawdown | -201481 | -137299 | -161715 | -5030308 | -3120623 | -4538736 |
Profit Factor | 2.1198 | 3.4435 | 0.9834 | 1.0407 | 1.7088 | 0.5551 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.1198 | 3.4435 | 0.9834 | 1.0407 | 1.7088 | 0.5551 |
Largest Winning Trade | 732432 | 732432 | 61218 | 2711038 | 2711038 | 989831 |
Largest Losing Trade | -51213 | -48264 | -51213 | -1727523 | -946661 | -1727523 |
Avg Bars in Trades | 32 | 32 | 31 | 32 | 32 | 31 |
Avg Bars in Winners | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Losers | 26 | 28 | 25 | 26 | 28 | 25 |
Bars Traded | 7098 | 3604 | 3494 | 7098 | 3604 | 3494 |
Profit Streak | 0 | 0 | 24.8109 | 0 | 0 | 24.8109 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311339 | 357428 | -580013 | -350256 | 399970 | -580013 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 110 } }, "second_band": { "type": "alma", "factors": { "length": 36, "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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