Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175890.0986 | -1946.1022 | 177836.2008 | 76361.803 | -70239.338 | 146601.141 |
Total P&L (%) | 175.8901 | -1.9461 | 177.8362 | 76.3618 | -70.2393 | 146.6011 |
Avg Daily Profit (%) | 0.1711 | -0.0019 | 0.173 | 0.0552 | -0.1178 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124593 | -88215 | -48356 | -139727 | -146185 | -80552 |
Profit Factor | 1.3343 | 0.9933 | 1.7595 | 1.1046 | 0.8233 | 1.4413 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 55.5556 | 51.7241 | 59.322 | 55.5556 | 51.7241 | 59.322 |
Ratio Avg Win / Avg Loss | 1.0675 | 0.9271 | 1.2065 | 0.8837 | 0.7684 | 0.9883 |
Largest Winning Trade | 55142 | 55142 | 39486 | 46485 | 41108 | 46485 |
Largest Losing Trade | -30217 | -30217 | -28953 | -66839 | -57621 | -66839 |
Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 3780 | 1670 | 2110 | 3780 | 1670 | 2110 |
Profit Streak | 10.6367 | 12.3867 | 10.6367 | 10.6367 | 12.3867 | 10.6367 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352627 | -759714 | -165208 | -224179 | -759714 | -251256 |
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{ "first_band": { "type": "alma", "factors": { "length": 15, "offset": 108 } }, "second_band": { "type": "swma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 15, "offset": 108 } }, "second_band": { "type": "swma", "factors": { "length": 199, "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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