Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982513.4146 | 814396.3213 | 168117.0933 | 4034311.2758 | 853699.5215 | 3180611.7543 |
Total P&L (%) | 982.5134 | 814.3963 | 168.1171 | 4034.3113 | 853.6995 | 3180.6118 |
Avg Daily Profit (%) | 0.5076 | 0.4207 | 0.0869 | 0.1925 | 0.1166 | 0.1805 |
Buy And Hold Return (%) | 12.2736 | 12.2736 | 12.2736 | 12.2736 | 12.2736 | 12.2736 |
Max Trade Drawdown | -85922 | -120908 | -68725 | -1492978 | -1201618 | -598774 |
Profit Factor | 2.3834 | 3.0044 | 1.5532 | 1.5261 | 1.1749 | 2.1416 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Losing Trades | 89 | 52 | 37 | 89 | 52 | 37 |
Profitability (%) | 47.6471 | 38.8235 | 56.4706 | 47.6471 | 38.8235 | 56.4706 |
Ratio Avg Win / Avg Loss | 2.6188 | 4.7342 | 1.1972 | 1.6768 | 1.8513 | 1.6508 |
Largest Winning Trade | 452049 | 452049 | 45212 | 1027413 | 1027413 | 961942 |
Largest Losing Trade | -45152 | -41381 | -45152 | -554373 | -554373 | -416082 |
Avg Bars in Trades | 134 | 118 | 150 | 134 | 118 | 150 |
Avg Bars in Winners | 196 | 179 | 207 | 196 | 179 | 207 |
Avg Bars in Losers | 78 | 79 | 75 | 78 | 79 | 75 |
Bars Traded | 22828 | 10057 | 12771 | 22828 | 10057 | 12771 |
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 | 546559 | 395628 | -74860 | 378915 | -68707 | 448435 |
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{ "first_band": { "type": "alma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } } }
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# | 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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