Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184371.1792 | 183009.9776 | 1361.2016 | 38143.5842 | 116728.1072 | -78584.523 |
Total P&L (%) | 184.3712 | 183.01 | 1.3612 | 38.1436 | 116.7281 | -78.5845 |
Avg Daily Profit (%) | 0.1517 | 0.1506 | 0.0011 | 0.0266 | 0.0637 | -0.1267 |
Buy And Hold Return (%) | 20.1284 | 20.1284 | 20.1284 | 20.1284 | 20.1284 | 20.1284 |
Max Trade Drawdown | -130416 | -53914 | -105169 | -199632 | -90371 | -170408 |
Profit Factor | 1.3999 | 1.9007 | 1.0053 | 1.0544 | 1.3665 | 0.7948 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 48.2353 | 42.8571 | 53.4884 | 48.2353 | 42.8571 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.5023 | 2.5342 | 0.8742 | 1.1315 | 1.8219 | 0.6911 |
Largest Winning Trade | 93610 | 93610 | 41862 | 78908 | 78908 | 44597 |
Largest Losing Trade | -48320 | -26351 | -48320 | -57598 | -57598 | -55487 |
Avg Bars in Trades | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Winners | 64 | 61 | 66 | 64 | 61 | 66 |
Avg Bars in Losers | 46 | 37 | 56 | 46 | 37 | 56 |
Bars Traded | 4673 | 2020 | 2653 | 4673 | 2020 | 2653 |
Profit Streak | 0 | 31.5995 | 0 | 0 | 31.5995 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307957 | 310068 | -572974 | -326121 | -109327 | -580274 |
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{ "first_band": { "type": "alma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 9, "offset": 33 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 9, "offset": 33 } } }
# | 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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