Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1685574.4332 | 1603043.2867 | 82531.1465 | 4024360.9176 | 913910.4999 | 3110450.4177 |
Total P&L (%) | 1685.5744 | 1603.0433 | 82.5311 | 4024.3609 | 913.9105 | 3110.4504 |
Avg Daily Profit (%) | 0.8961 | 0.8522 | 0.0439 | 0.1979 | 0.1232 | 0.1846 |
Buy And Hold Return (%) | 437.5952 | 437.5952 | 437.5952 | 437.5952 | 437.5952 | 437.5952 |
Max Trade Drawdown | -95642 | -112589 | -69551 | -6254673 | -5855742 | -3210007 |
Profit Factor | 4.1878 | 6.6089 | 1.3397 | 1.1774 | 1.0666 | 1.3466 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 42.5532 | 34.0426 | 51.0638 | 42.5532 | 34.0426 | 51.0638 |
Ratio Avg Win / Avg Loss | 5.6536 | 12.8048 | 1.2839 | 1.5895 | 2.0666 | 1.2905 |
Largest Winning Trade | 1033195 | 1033195 | 54625 | 5282958 | 5282958 | 2440625 |
Largest Losing Trade | -28698 | -28698 | -28678 | -2031552 | -2031552 | -1237674 |
Avg Bars in Trades | 78 | 65 | 90 | 78 | 65 | 90 |
Avg Bars in Winners | 118 | 123 | 115 | 118 | 123 | 115 |
Avg Bars in Losers | 48 | 36 | 64 | 48 | 36 | 64 |
Bars Traded | 7350 | 3093 | 4257 | 7350 | 3093 | 4257 |
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 | 556183 | 471367 | -299537 | -18927 | -186624 | 305769 |
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{ "first_band": { "type": "alma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "hilo", "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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