Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453606.6924 | 438873.3936 | 14733.2988 | -2818110.6762 | -1008712.2735 | -1809398.4028 |
Total P&L (%) | 453.6067 | 438.8734 | 14.7333 | -2818.1107 | -1008.7123 | -1809.3984 |
Avg Daily Profit (%) | 0.2433 | 0.2354 | 0.0079 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240317 | -103322 | -260845 | -3752834 | -1785691 | -2424177 |
Profit Factor | 1.2703 | 1.6243 | 1.0151 | 0.7485 | 0.8118 | 0.6905 |
Total Trades | 471 | 235 | 236 | 471 | 235 | 236 |
Winning Trades | 244 | 111 | 133 | 230 | 112 | 118 |
Losing Trades | 227 | 124 | 103 | 241 | 123 | 118 |
Profitability (%) | 51.8047 | 47.234 | 56.3559 | 48.8323 | 47.6596 | 50 |
Ratio Avg Win / Avg Loss | 1.1818 | 1.8146 | 0.7861 | 0.7843 | 0.8916 | 0.6905 |
Largest Winning Trade | 92898 | 92898 | 40932 | 717228 | 717228 | 574601 |
Largest Losing Trade | -229922 | -39027 | -229922 | -842689 | -842689 | -710874 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 24 | 26 | 22 | 23 | 25 | 21 |
Avg Bars in Losers | 22 | 22 | 22 | 23 | 23 | 23 |
Bars Traded | 10976 | 5661 | 5315 | 10976 | 5661 | 5315 |
Profit Streak | 0 | 11.4897 | 0 | 3.1564 | 0 | 11.8231 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391180 | 414254 | -404590 | -579493 | -580736 | -578733 |
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{ "first_band": { "type": "alma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 138 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 138 } } }
# | 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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