Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38157.8101 | -11796.6075 | 49954.4175 | 15361.6445 | -20848.9027 | 36210.5472 |
Total P&L (%) | 38.1578 | -11.7966 | 49.9544 | 15.3616 | -20.8489 | 36.2105 |
Avg Daily Profit (%) | 0.1465 | -0.0453 | 0.1918 | 0.0549 | -0.0897 | 0.1187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63943 | -35179 | -47442 | -73199 | -39076 | -55444 |
Profit Factor | 1.2126 | 0.8835 | 1.6382 | 1.0758 | 0.8155 | 1.4035 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 64.7887 | 55.5556 | 74.2857 | 64.7887 | 55.5556 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.659 | 0.7068 | 0.5671 | 0.5847 | 0.6524 | 0.4858 |
Largest Winning Trade | 17301 | 12967 | 17301 | 17902 | 11877 | 17902 |
Largest Losing Trade | -33032 | -19409 | -33032 | -36721 | -20961 | -36721 |
Avg Bars in Trades | 344 | 373 | 314 | 344 | 373 | 314 |
Avg Bars in Winners | 246 | 243 | 249 | 246 | 243 | 249 |
Avg Bars in Losers | 524 | 537 | 503 | 524 | 537 | 503 |
Bars Traded | 24476 | 13456 | 11020 | 24476 | 13456 | 11020 |
Profit Streak | 3.1103 | 3.1103 | 16.9748 | 3.1103 | 3.1103 | 16.9749 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93006 | -582499 | 336563 | -359520 | -582499 | -35189 |
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{ "first_band": { "type": "sma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 195, "offset": 223 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 195, "offset": 223 } } }
# | 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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