Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281978.9113 | 203373.6118 | 78605.2995 | 334624.6483 | 138816.0495 | 195808.5988 |
Total P&L (%) | 281.9789 | 203.3736 | 78.6053 | 334.6246 | 138.8161 | 195.8086 |
Avg Daily Profit (%) | 0.2616 | 0.1887 | 0.0729 | 0.1364 | 0.0808 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144514 | -105531 | -83572 | -277505 | -197564 | -141989 |
Profit Factor | 1.7242 | 1.9127 | 1.472 | 1.3403 | 1.2458 | 1.4678 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 54.902 | 58.8235 | 50.9804 | 54.902 | 58.8235 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.4163 | 1.3389 | 1.4154 | 1.1009 | 0.872 | 1.4113 |
Largest Winning Trade | 121948 | 121948 | 31082 | 145864 | 145864 | 82462 |
Largest Losing Trade | -42291 | -42291 | -39210 | -115182 | -104235 | -115182 |
Avg Bars in Trades | 59 | 71 | 48 | 59 | 71 | 48 |
Avg Bars in Winners | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Losers | 69 | 100 | 42 | 69 | 100 | 42 |
Bars Traded | 6117 | 3632 | 2485 | 6117 | 3632 | 2485 |
Profit Streak | 68.0715 | 68.0715 | 70.0715 | 68.0715 | 68.0715 | 70.0715 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455209 | -167897 | -273407 | -8278 | -264947 | -236446 |
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{ "first_band": { "type": "alma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "offset": 68 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "offset": 68 } } }
# | 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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