Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2425029.293 | 2325650.0518 | 99379.2412 | 4633619.1407 | 5481489.0618 | -847869.9211 |
Total P&L (%) | 2425.0293 | 2325.6501 | 99.3792 | 4633.6191 | 5481.4891 | -847.8699 |
Avg Daily Profit (%) | 1.3047 | 1.2512 | 0.0535 | 0.2077 | 0.2166 | 0 |
Buy And Hold Return (%) | 135.2257 | 135.2257 | 135.2257 | 135.2257 | 135.2257 | 135.2257 |
Max Trade Drawdown | -90545 | -49077 | -75590 | -6122458 | -3074161 | -4130071 |
Profit Factor | 6.6814 | 11.9291 | 1.4643 | 1.2847 | 1.672 | 0.8956 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 36.3636 | 31.8182 | 40.9091 | 36.3636 | 31.8182 | 40.9091 |
Ratio Avg Win / Avg Loss | 11.6925 | 25.5623 | 2.1151 | 2.2483 | 3.5829 | 1.2936 |
Largest Winning Trade | 2106936 | 2106936 | 76861 | 6732315 | 6732315 | 2620893 |
Largest Losing Trade | -34062 | -23793 | -34062 | -1483163 | -1483163 | -1388301 |
Avg Bars in Trades | 81 | 79 | 83 | 81 | 79 | 83 |
Avg Bars in Winners | 185 | 203 | 171 | 185 | 203 | 171 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 7166 | 3508 | 3658 | 7166 | 3508 | 3658 |
Profit Streak | 0 | 0 | 55.3692 | 0 | 0 | 55.3692 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614312 | 542651 | -288012 | 148945 | 156052 | -582026 |
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{ "first_band": { "type": "alma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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