Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111684.6814 | 47938.1069 | 63746.5745 | 119195.9529 | 61403.1794 | 57792.7735 |
Total P&L (%) | 111.6847 | 47.9381 | 63.7466 | 119.196 | 61.4032 | 57.7928 |
Avg Daily Profit (%) | 0.4289 | 0.1841 | 0.2448 | 0.3018 | 0.184 | 0.1753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43207 | -28629 | -44749 | -82315 | -48518 | -74788 |
Profit Factor | 1.2657 | 1.214 | 1.3247 | 1.1956 | 1.1929 | 1.1986 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 135 | 62 | 73 | 135 | 62 | 73 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 54.6559 | 50.4065 | 58.871 | 54.6559 | 50.4065 | 58.871 |
Ratio Avg Win / Avg Loss | 1.0501 | 1.1944 | 0.9255 | 0.9919 | 1.1737 | 0.8374 |
Largest Winning Trade | 16277 | 16277 | 13752 | 30288 | 30288 | 20069 |
Largest Losing Trade | -19605 | -16778 | -19605 | -26244 | -21328 | -26244 |
Avg Bars in Trades | 98 | 101 | 94 | 98 | 101 | 94 |
Avg Bars in Winners | 101 | 107 | 97 | 101 | 107 | 97 |
Avg Bars in Losers | 93 | 96 | 90 | 93 | 96 | 90 |
Bars Traded | 24245 | 12506 | 11739 | 24245 | 12506 | 11739 |
Profit Streak | 5.7872 | 0 | 5.7976 | 5.7872 | 0 | 5.7976 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383508 | 142425 | 229888 | 97421 | -2944 | 110939 |
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{ "first_band": { "type": "alma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "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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