Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450275.1529 | 1326178.4015 | 124096.7514 | 13928056.4499 | 11518850.5408 | 2409205.909 |
Total P&L (%) | 1450.2752 | 1326.1784 | 124.0968 | 13928.0565 | 11518.8505 | 2409.2059 |
Avg Daily Profit (%) | 0.6608 | 0.6043 | 0.0565 | 0.2255 | 0.2169 | 0.1469 |
Buy And Hold Return (%) | 501.0107 | 501.0107 | 501.0107 | 501.0107 | 501.0107 | 501.0107 |
Max Trade Drawdown | -72258 | -97501 | -52553 | -2196011 | -1912783 | -1558513 |
Profit Factor | 4.3506 | 6.8998 | 1.5965 | 2.5222 | 3.2591 | 1.5947 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 31.5217 | 30.4348 | 32.6087 | 31.5217 | 30.4348 | 32.6087 |
Ratio Avg Win / Avg Loss | 9.4513 | 15.771 | 3.2994 | 5.4793 | 7.4494 | 3.2958 |
Largest Winning Trade | 744588 | 744588 | 65898 | 6144956 | 6144956 | 2263823 |
Largest Losing Trade | -34889 | -30101 | -34889 | -1222238 | -686585 | -1222238 |
Avg Bars in Trades | 93 | 81 | 105 | 93 | 81 | 105 |
Avg Bars in Winners | 209 | 185 | 232 | 209 | 185 | 232 |
Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
Bars Traded | 8588 | 3734 | 4854 | 8588 | 3734 | 4854 |
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 | 329384 | 326201 | -286876 | 220433 | 247576 | -1669 |
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{ "first_band": { "type": "alma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 18, "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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