Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478475.7681 | 406565.9664 | 71909.8017 | -20910.3867 | 1083609.3302 | -1104519.7169 |
Total P&L (%) | 478.4758 | 406.566 | 71.9098 | -20.9104 | 1083.6093 | -1104.5197 |
Avg Daily Profit (%) | 0.2515 | 0.2137 | 0.0378 | -0.0123 | 0.13 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263340 | -175948 | -123155 | -2980910 | -966875 | -2194646 |
Profit Factor | 1.7855 | 2.2069 | 1.2641 | 0.9949 | 1.928 | 0.6226 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 59.322 | 55.1724 | 63.3333 | 59.322 | 55.1724 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.2243 | 1.7931 | 0.7319 | 0.6822 | 1.5665 | 0.3604 |
Largest Winning Trade | 242412 | 242412 | 37213 | 635618 | 482460 | 635618 |
Largest Losing Trade | -72670 | -63312 | -72670 | -1298569 | -445779 | -1298569 |
Avg Bars in Trades | 59 | 88 | 31 | 59 | 88 | 31 |
Avg Bars in Winners | 46 | 63 | 31 | 46 | 63 | 31 |
Avg Bars in Losers | 78 | 118 | 31 | 78 | 118 | 31 |
Bars Traded | 3503 | 2558 | 945 | 3503 | 2558 | 945 |
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 | -167955 | 451909 | -142530 | -759069 | -14814 | -579097 |
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{ "first_band": { "type": "alma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "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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