Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637911.4983 | 488724.7728 | 149186.7255 | 1050034.9351 | -544870.2434 | 1594905.1785 |
Total P&L (%) | 637.9115 | 488.7248 | 149.1867 | 1050.0349 | -544.8702 | 1594.9052 |
Avg Daily Profit (%) | 0.2713 | 0.2078 | 0.0634 | 0.1039 | 0 | 0.1204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84157 | -90378 | -160498 | -2006164 | -2382045 | -939237 |
Profit Factor | 1.5759 | 1.9012 | 1.2638 | 1.0903 | 0.9149 | 1.3053 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 96 | 40 | 56 | 96 | 40 | 56 |
Losing Trades | 144 | 80 | 64 | 144 | 80 | 64 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3638 | 3.8025 | 1.4444 | 1.6355 | 1.8298 | 1.4917 |
Largest Winning Trade | 225502 | 225502 | 58605 | 1175984 | 1175984 | 632448 |
Largest Losing Trade | -33631 | -22487 | -33631 | -526186 | -526186 | -401157 |
Avg Bars in Trades | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Winners | 62 | 65 | 61 | 62 | 65 | 61 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 9344 | 4242 | 5102 | 9344 | 4242 | 5102 |
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 | 320214 | 164908 | -109884 | -176546 | -584717 | -33231 |
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{ "first_band": { "type": "alma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 11, "offset": 0 } } }
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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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