Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -852191.7424 | -36138.9882 | -816052.7542 | 1253657.5681 | -4232054.18 | 5485711.748 |
Total P&L (%) | -852.1917 | -36.139 | -816.0528 | 1253.6576 | -4232.0542 | 5485.7117 |
Avg Daily Profit (%) | -0.3513 | -0.0149 | -0.3364 | 0.1075 | 0 | 0.166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -991363 | -160891 | -973913 | -5134958 | -5189670 | -504441 |
Profit Factor | 0.4137 | 0.8924 | 0.2698 | 1.1389 | 0.3968 | 3.7301 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 55 | 26 | 29 | 51 | 25 | 26 |
Losing Trades | 38 | 20 | 18 | 42 | 21 | 21 |
Profitability (%) | 59.1398 | 56.5217 | 61.7021 | 54.8387 | 54.3478 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.2858 | 0.6865 | 0.1674 | 0.9379 | 0.3333 | 3.0128 |
Largest Winning Trade | 40599 | 40599 | 38237 | 3764477 | 878762 | 3764477 |
Largest Losing Trade | -763383 | -63855 | -763383 | -1656476 | -1656476 | -436632 |
Avg Bars in Trades | 102 | 121 | 83 | 102 | 121 | 83 |
Avg Bars in Winners | 54 | 62 | 47 | 64 | 58 | 70 |
Avg Bars in Losers | 172 | 199 | 142 | 148 | 197 | 100 |
Bars Traded | 9540 | 5611 | 3929 | 9540 | 5611 | 3929 |
Profit Streak | 131.4217 | 133.6717 | 131.4217 | 131.4217 | 133.6717 | 131.4217 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577707 | -578409 | -577729 | -115987 | -578691 | 605934 |
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{ "first_band": { "type": "alma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.08033 } } }
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# | 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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