Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1476226.6372 | 156789.4578 | -1633016.095 | 2553790.6086 | -14603300.8856 | 17157091.4942 |
Total P&L (%) | -1476.2266 | 156.7895 | -1633.0161 | 2553.7906 | -14603.3009 | 17157.0915 |
Avg Daily Profit (%) | -0.7518 | 0.0799 | -0.8317 | 0.1671 | 0 | 0.2627 |
Buy And Hold Return (%) | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 |
Max Trade Drawdown | -1836087 | -87367 | -1810728 | -20762195 | -15665760 | -13674511 |
Profit Factor | 0.3313 | 1.6926 | 0.1758 | 1.0489 | 0.3873 | 1.6037 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 25 | 22 | 47 | 24 | 23 |
Losing Trades | 25 | 11 | 14 | 25 | 12 | 13 |
Profitability (%) | 65.2778 | 69.4444 | 61.1111 | 65.2778 | 66.6667 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.1762 | 0.7448 | 0.1119 | 0.5579 | 0.1937 | 0.9065 |
Largest Winning Trade | 56511 | 48995 | 56511 | 38187342 | 3224084 | 38187342 |
Largest Losing Trade | -1465518 | -59648 | -1465518 | -13442526 | -7126136 | -13442526 |
Avg Bars in Trades | 106 | 106 | 105 | 106 | 106 | 105 |
Avg Bars in Winners | 60 | 67 | 52 | 64 | 68 | 60 |
Avg Bars in Losers | 191 | 195 | 189 | 183 | 180 | 185 |
Bars Traded | 7634 | 3823 | 3811 | 7634 | 3823 | 3811 |
Profit Streak | 431.0263 | 431.0263 | 557.5263 | 431.0263 | 431.0263 | 557.5263 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660958 | -248581 | -577988 | -248796 | -578034 | 431305 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 119, "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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