Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349421.4388 | 309501.7249 | 39919.7139 | -21032.6177 | 78511.2986 | -99543.9163 |
Total P&L (%) | 349.4214 | 309.5017 | 39.9197 | -21.0326 | 78.5113 | -99.5439 |
Avg Daily Profit (%) | 0.2804 | 0.2483 | 0.032 | -0.0189 | 0.0465 | -0.4316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89347 | -68868 | -135354 | -106352 | -31375 | -137969 |
Profit Factor | 1.3619 | 1.7498 | 1.0722 | 0.9475 | 1.6427 | 0.6425 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 176 | 85 | 91 | 176 | 85 | 91 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 58.6667 | 56.6667 | 60.6667 | 58.6667 | 56.6667 | 60.6667 |
Ratio Avg Win / Avg Loss | 0.9595 | 1.3381 | 0.6952 | 0.6676 | 1.2562 | 0.4166 |
Largest Winning Trade | 42161 | 42161 | 22252 | 15125 | 15125 | 12254 |
Largest Losing Trade | -87732 | -41657 | -87732 | -77162 | -20992 | -77162 |
Avg Bars in Trades | 47 | 53 | 42 | 47 | 53 | 42 |
Avg Bars in Winners | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Losers | 63 | 73 | 52 | 63 | 73 | 52 |
Bars Traded | 14336 | 7969 | 6367 | 14336 | 7969 | 6367 |
Profit Streak | 5.2134 | 5.88 | 0 | 5.2134 | 5.88 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378297 | 433249 | -293473 | -577373 | -127004 | -579164 |
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{ "first_band": { "type": "alma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 145, "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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