Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608772.444 | 344920.7595 | 263851.6845 | 4403391.4933 | 3090002.7775 | 1313388.7158 |
Total P&L (%) | 608.7724 | 344.9208 | 263.8517 | 4403.3915 | 3090.0028 | 1313.3887 |
Avg Daily Profit (%) | 0.3612 | 0.2046 | 0.1565 | 0.2261 | 0.2056 | 0.1573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72641 | -74109 | -57090 | -1948328 | -739766 | -1412525 |
Profit Factor | 1.6037 | 1.6706 | 1.534 | 1.5483 | 1.7906 | 1.3186 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 148 | 65 | 83 | 148 | 65 | 83 |
Losing Trades | 222 | 120 | 102 | 222 | 120 | 102 |
Profitability (%) | 40 | 35.1351 | 44.8649 | 40 | 35.1351 | 44.8649 |
Ratio Avg Win / Avg Loss | 2.4055 | 3.0842 | 1.8852 | 2.3225 | 3.3057 | 1.6205 |
Largest Winning Trade | 64410 | 64410 | 50698 | 1453598 | 1453598 | 977431 |
Largest Losing Trade | -26372 | -18538 | -26372 | -504175 | -386973 | -504175 |
Avg Bars in Trades | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 3357 | 1579 | 1778 | 3357 | 1579 | 1778 |
Profit Streak | 0 | 0 | 14.2804 | 0 | 0 | 14.2804 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387862 | 206477 | 329839 | 334691 | 230121 | 297677 |
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{ "first_band": { "type": "alma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hlc3", "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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