Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88925.4914 | 253973.6438 | -165048.1525 | -93589.0608 | 73667.558 | -167256.6187 |
Total P&L (%) | 88.9255 | 253.9736 | -165.0482 | -93.5891 | 73.6676 | -167.2566 |
Avg Daily Profit (%) | 0.063 | 0.1799 | -0.1169 | -0.1944 | 0.0391 | 0 |
Buy And Hold Return (%) | 63.1495 | 63.1495 | 63.1495 | 63.1495 | 63.1495 | 63.1495 |
Max Trade Drawdown | -246503 | -172235 | -202663 | -365150 | -237582 | -183316 |
Profit Factor | 1.1271 | 1.823 | 0.5782 | 0.8438 | 1.2586 | 0.4675 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 46.5753 | 51.3514 | 41.6667 | 46.5753 | 51.3514 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.2928 | 1.7271 | 0.8095 | 0.9678 | 1.1924 | 0.6546 |
Largest Winning Trade | 221507 | 221507 | 54049 | 235693 | 235693 | 55703 |
Largest Losing Trade | -64394 | -48625 | -64394 | -141268 | -141268 | -130713 |
Avg Bars in Trades | 110 | 108 | 111 | 110 | 108 | 111 |
Avg Bars in Winners | 139 | 138 | 141 | 139 | 138 | 141 |
Avg Bars in Losers | 84 | 77 | 90 | 84 | 77 | 90 |
Bars Traded | 8045 | 4029 | 4016 | 8045 | 4029 | 4016 |
Profit Streak | 0 | 0 | 521.3533 | 0 | 0 | 521.3533 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -305985 | 319883 | -583061 | -658387 | -254615 | -583061 |
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{ "first_band": { "type": "swma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 91, "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) |
---|