Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622834.3749 | 666478.5482 | -43644.1732 | 309159.2215 | 3709190.8055 | -3400031.584 |
Total P&L (%) | 622.8344 | 666.4785 | -43.6442 | 309.1592 | 3709.1908 | -3400.0316 |
Avg Daily Profit (%) | 0.2866 | 0.3067 | -0.0201 | 0.0649 | 0.1677 | 0 |
Buy And Hold Return (%) | 493.2873 | 493.2873 | 493.2873 | 493.2873 | 493.2873 | 493.2873 |
Max Trade Drawdown | -242160 | -125497 | -154237 | -5569499 | -2716037 | -3788856 |
Profit Factor | 2.0491 | 3.4628 | 0.8649 | 1.029 | 1.7382 | 0.395 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 45.3125 | 50 | 40.625 | 45.3125 | 50 | 40.625 |
Ratio Avg Win / Avg Loss | 2.473 | 3.4628 | 1.2641 | 1.2419 | 1.7382 | 0.5773 |
Largest Winning Trade | 235759 | 235759 | 65972 | 3200212 | 3200212 | 554100 |
Largest Losing Trade | -50774 | -40130 | -50774 | -1656570 | -1656570 | -1536527 |
Avg Bars in Trades | 195 | 211 | 178 | 195 | 211 | 178 |
Avg Bars in Winners | 301 | 282 | 325 | 301 | 282 | 325 |
Avg Bars in Losers | 106 | 140 | 77 | 106 | 140 | 77 |
Bars Traded | 12483 | 6774 | 5709 | 12483 | 6774 | 5709 |
Profit Streak | 86.0693 | 122.5693 | 0 | 86.0693 | 122.5693 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -216443 | -40441 | -582789 | -605727 | 417215 | -584456 |
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{ "first_band": { "type": "alma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 114, "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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