Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518409.3512 | 1551384.3077 | -32974.9565 | 321451.5085 | 1293748.7336 | -972297.2252 |
Total P&L (%) | 1518.4094 | 1551.3843 | -32.975 | 321.4515 | 1293.7487 | -972.2972 |
Avg Daily Profit (%) | 0.8055 | 0.823 | -0.0175 | 0.0763 | 0.1399 | 0 |
Buy And Hold Return (%) | 307.6132 | 307.6132 | 307.6132 | 307.6132 | 307.6132 | 307.6132 |
Max Trade Drawdown | -179532 | -172635 | -92515 | -3220610 | -2879618 | -1699122 |
Profit Factor | 3.0754 | 4.6212 | 0.8912 | 1.0418 | 1.2673 | 0.6597 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 41.25 | 45 | 37.5 | 41.25 | 45 | 37.5 |
Ratio Avg Win / Avg Loss | 4.3802 | 5.6481 | 1.4854 | 1.4837 | 1.5489 | 1.0994 |
Largest Winning Trade | 1043215 | 1043215 | 46014 | 2914425 | 2914425 | 508435 |
Largest Losing Trade | -44606 | -44606 | -42498 | -775622 | -775622 | -717947 |
Avg Bars in Trades | 67 | 86 | 48 | 67 | 86 | 48 |
Avg Bars in Winners | 95 | 109 | 77 | 95 | 109 | 77 |
Avg Bars in Losers | 48 | 67 | 30 | 48 | 67 | 30 |
Bars Traded | 5405 | 3465 | 1940 | 5405 | 3465 | 1940 |
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 | -9524 | 629364 | -583944 | -444565 | -8866 | -583944 |
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{ "first_band": { "type": "alma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "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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