Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234225.0705 | 1245780.707 | -11555.6365 | -23901.0107 | 268023.6747 | -291924.6854 |
Total P&L (%) | 1234.2251 | 1245.7807 | -11.5556 | -23.901 | 268.0237 | -291.9247 |
Avg Daily Profit (%) | 0.6679 | 0.6741 | -0.0063 | -0.0148 | 0.0705 | 0 |
Buy And Hold Return (%) | 45.6577 | 45.6577 | 45.6577 | 45.6577 | 45.6577 | 45.6577 |
Max Trade Drawdown | -166095 | -129417 | -71799 | -1321863 | -1023579 | -299796 |
Profit Factor | 3.045 | 4.3333 | 0.9497 | 0.9903 | 1.1618 | 0.6406 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 45.3125 | 37.5 | 53.125 | 45.3125 | 37.5 | 53.125 |
Ratio Avg Win / Avg Loss | 3.675 | 7.2222 | 0.838 | 1.1952 | 1.9363 | 0.5652 |
Largest Winning Trade | 1282723 | 1282723 | 34162 | 1282723 | 1282723 | 110375 |
Largest Losing Trade | -59983 | -50467 | -59983 | -640948 | -640948 | -277947 |
Avg Bars in Trades | 54 | 55 | 52 | 54 | 55 | 52 |
Avg Bars in Winners | 81 | 97 | 69 | 81 | 97 | 69 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 3460 | 1778 | 1682 | 3460 | 1778 | 1682 |
Profit Streak | 27.0977 | 0 | 42.0977 | 27.0977 | 0 | 42.0977 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127205 | 522096 | -579854 | -724170 | -145866 | -579854 |
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{ "first_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 170, "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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