Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684434.0031 | 530869.3469 | 153564.6561 | 316082.7274 | 3328717.0762 | -3012634.3488 |
Total P&L (%) | 684.434 | 530.8693 | 153.5647 | 316.0827 | 3328.7171 | -3012.6343 |
Avg Daily Profit (%) | 0.4602 | 0.3569 | 0.1032 | 0.0959 | 0.2379 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198814 | -83444 | -170465 | -5345585 | -996923 | -5964110 |
Profit Factor | 1.7551 | 2.7031 | 1.2582 | 1.0199 | 1.8453 | 0.7473 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 94 | 40 | 54 | 94 | 40 | 54 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 45.6311 | 38.835 | 52.4272 | 45.6311 | 38.835 | 52.4272 |
Ratio Avg Win / Avg Loss | 2.0911 | 4.2574 | 1.1417 | 1.2152 | 2.9064 | 0.6781 |
Largest Winning Trade | 469189 | 469189 | 64956 | 1424460 | 1201781 | 1424460 |
Largest Losing Trade | -67667 | -11845 | -67667 | -3540451 | -220329 | -3540451 |
Avg Bars in Trades | 86 | 25 | 146 | 86 | 25 | 146 |
Avg Bars in Winners | 130 | 34 | 201 | 130 | 34 | 201 |
Avg Bars in Losers | 48 | 19 | 85 | 48 | 19 | 85 |
Bars Traded | 17718 | 2636 | 15082 | 17718 | 2636 | 15082 |
Profit Streak | 17.7676 | 17.7676 | 29.601 | 17.7676 | 17.7676 | 29.601 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505260 | 387297 | -53811 | -263094 | 291094 | -579277 |
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{ "first_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 36, "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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