Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269696.6384 | 219399.2618 | 50297.3766 | -60610.372 | -12278.2677 | -48332.1043 |
Total P&L (%) | 269.6966 | 219.3993 | 50.2974 | -60.6104 | -12.2783 | -48.3321 |
Avg Daily Profit (%) | 0.1884 | 0.1533 | 0.0351 | -0.0651 | -0.0092 | -0.0461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128943 | -61988 | -135078 | -227808 | -70394 | -193790 |
Profit Factor | 1.3802 | 1.6081 | 1.1443 | 0.9011 | 0.9583 | 0.848 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 50.9091 | 50.9091 | 50.9091 | 50.9091 | 50.9091 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.3309 | 1.5507 | 1.1034 | 0.8689 | 0.9241 | 0.8177 |
Largest Winning Trade | 85090 | 85090 | 54585 | 62994 | 47079 | 62994 |
Largest Losing Trade | -91557 | -49106 | -91557 | -98031 | -50892 | -98031 |
Avg Bars in Trades | 37 | 41 | 33 | 37 | 41 | 33 |
Avg Bars in Winners | 35 | 37 | 32 | 35 | 37 | 32 |
Avg Bars in Losers | 40 | 46 | 35 | 40 | 46 | 35 |
Bars Traded | 4162 | 2304 | 1858 | 4162 | 2304 | 1858 |
Profit Streak | 21.673 | 0 | 62.3397 | 21.673 | 0 | 62.3397 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326026 | -169671 | -388032 | -579817 | -760715 | -759741 |
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{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 92, "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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