Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409354.94 | 341809.3642 | 67545.5758 | 218528.0104 | -55292.6531 | 273820.6635 |
Total P&L (%) | 409.3549 | 341.8094 | 67.5456 | 218.528 | -55.2927 | 273.8207 |
Avg Daily Profit (%) | 0.2115 | 0.1766 | 0.0349 | 0.0599 | -0.0416 | 0.0681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69320 | -56141 | -59368 | -380374 | -309153 | -175561 |
Profit Factor | 1.9635 | 2.4706 | 1.351 | 1.1591 | 0.9346 | 1.5177 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50.7692 | 50 | 51.5152 | 50.7692 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.904 | 2.4706 | 1.2715 | 1.124 | 0.9346 | 1.4285 |
Largest Winning Trade | 238457 | 238457 | 59390 | 193851 | 147956 | 193851 |
Largest Losing Trade | -46546 | -46546 | -45034 | -177453 | -177453 | -119642 |
Avg Bars in Trades | 80 | 90 | 70 | 80 | 90 | 70 |
Avg Bars in Winners | 115 | 138 | 94 | 115 | 138 | 94 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 5202 | 2889 | 2313 | 5202 | 2889 | 2313 |
Profit Streak | 64.4596 | 0 | 64.7929 | 64.4596 | 0 | 64.7929 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123892 | 435490 | -145317 | -293866 | -580810 | -99801 |
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{ "first_band": { "type": "alma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } } }
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# | 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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