Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1814491.5194 | 1799995.5766 | 14495.9429 | 730860.9557 | 1697706.9664 | -966846.0107 |
Total P&L (%) | 1814.4915 | 1799.9956 | 14.4959 | 730.861 | 1697.707 | -966.846 |
Avg Daily Profit (%) | 0.969 | 0.9613 | 0.0077 | 0.1131 | 0.1544 | 0 |
Buy And Hold Return (%) | 378.5585 | 378.5585 | 378.5585 | 378.5585 | 378.5585 | 378.5585 |
Max Trade Drawdown | -200604 | -189342 | -75895 | -5419852 | -4314182 | -2032441 |
Profit Factor | 3.4078 | 5.2048 | 1.0445 | 1.0651 | 1.2624 | 0.7968 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 37.2549 | 39.2157 | 35.2941 | 37.2549 | 39.2157 | 35.2941 |
Ratio Avg Win / Avg Loss | 5.7394 | 8.0674 | 1.915 | 1.7938 | 1.9567 | 1.4608 |
Largest Winning Trade | 1362329 | 1362329 | 50536 | 4815975 | 4815975 | 975926 |
Largest Losing Trade | -37417 | -37417 | -28531 | -1576436 | -1207348 | -1576436 |
Avg Bars in Trades | 216 | 211 | 220 | 216 | 211 | 220 |
Avg Bars in Winners | 321 | 316 | 326 | 321 | 316 | 326 |
Avg Bars in Losers | 154 | 144 | 163 | 154 | 144 | 163 |
Bars Traded | 22078 | 10809 | 11269 | 22078 | 10809 | 11269 |
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 | 490590 | -164549 | -704467 | -201391 | -177427 | -764885 |
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{ "first_band": { "type": "alma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 187, "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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