Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1632307.3357 | 1496878.2437 | 135429.0919 | 18002961.5514 | 13438642.2579 | 4564319.2934 |
Total P&L (%) | 1632.3073 | 1496.8782 | 135.4291 | 18002.9616 | 13438.6423 | 4564.3193 |
Avg Daily Profit (%) | 0.6528 | 0.5986 | 0.0542 | 0.2081 | 0.1965 | 0.1538 |
Buy And Hold Return (%) | 368.0987 | 368.0987 | 368.0987 | 368.0987 | 368.0987 | 368.0987 |
Max Trade Drawdown | -63159 | -50965 | -66943 | -20168284 | -15742272 | -14759825 |
Profit Factor | 4.2576 | 7.4316 | 1.5047 | 1.2635 | 1.3728 | 1.1414 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 33.6066 | 31.1475 | 36.0656 | 33.6066 | 31.1475 | 36.0656 |
Ratio Avg Win / Avg Loss | 8.4114 | 16.4278 | 2.6674 | 2.4961 | 3.0345 | 2.0234 |
Largest Winning Trade | 977679 | 977679 | 59897 | 16518569 | 16518569 | 9439126 |
Largest Losing Trade | -26927 | -21522 | -26927 | -7257070 | -5749570 | -7257070 |
Avg Bars in Trades | 40 | 36 | 43 | 40 | 36 | 43 |
Avg Bars in Winners | 91 | 86 | 95 | 91 | 86 | 95 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 4886 | 2234 | 2652 | 4886 | 2234 | 2652 |
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 | 405745 | -151479 | -451300 | 108985 | -159642 | -223601 |
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{ "first_band": { "type": "alma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "hl2", "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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