Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758395.5016 | 749891.4415 | 8504.0602 | 94121.4308 | 506303.7487 | -412182.3179 |
Total P&L (%) | 758.3955 | 749.8914 | 8.5041 | 94.1214 | 506.3037 | -412.1823 |
Avg Daily Profit (%) | 0.4077 | 0.4032 | 0.0046 | 0.0357 | 0.0969 | 0 |
Buy And Hold Return (%) | 110.6814 | 110.6814 | 110.6814 | 110.6814 | 110.6814 | 110.6814 |
Max Trade Drawdown | -137300 | -93104 | -128470 | -910745 | -559072 | -554702 |
Profit Factor | 1.9367 | 3.4159 | 1.017 | 1.0326 | 1.4462 | 0.7644 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 52.439 | 56.0976 | 48.7805 | 52.439 | 56.0976 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.7565 | 2.6733 | 1.0679 | 0.9366 | 1.1318 | 0.8026 |
Largest Winning Trade | 413967 | 413967 | 71773 | 379809 | 379809 | 228583 |
Largest Losing Trade | -74808 | -31925 | -74808 | -317161 | -317161 | -285661 |
Avg Bars in Trades | 66 | 67 | 66 | 66 | 67 | 66 |
Avg Bars in Winners | 94 | 92 | 97 | 94 | 92 | 97 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 5478 | 2767 | 2711 | 5478 | 2767 | 2711 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 177526 | 611397 | -554717 | -505787 | -63044 | -581216 |
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{ "first_band": { "type": "alma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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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