Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1560213.8973 | 1511708.8548 | 48505.0426 | 1928396.0707 | 3008778.0534 | -1080381.9827 |
Total P&L (%) | 1560.2139 | 1511.7089 | 48.505 | 1928.3961 | 3008.7781 | -1080.382 |
Avg Daily Profit (%) | 0.8356 | 0.8096 | 0.026 | 0.1613 | 0.1842 | 0 |
Buy And Hold Return (%) | 436.0124 | 436.0124 | 436.0124 | 436.0124 | 436.0124 | 436.0124 |
Max Trade Drawdown | -140028 | -165226 | -50015 | -9120307 | -7760625 | -3710360 |
Profit Factor | 4.0001 | 6.0414 | 1.2203 | 1.1061 | 1.2755 | 0.8512 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 36.9231 | 31.25 | 42.4242 | 36.9231 | 31.25 | 42.4242 |
Ratio Avg Win / Avg Loss | 6.8335 | 13.291 | 1.6561 | 1.8895 | 2.806 | 1.1551 |
Largest Winning Trade | 1018702 | 1018702 | 56316 | 8717802 | 8717802 | 1667169 |
Largest Losing Trade | -34250 | -33476 | -34250 | -3567030 | -1821992 | -3567030 |
Avg Bars in Trades | 168 | 149 | 187 | 168 | 149 | 187 |
Avg Bars in Winners | 279 | 256 | 296 | 279 | 256 | 296 |
Avg Bars in Losers | 103 | 100 | 106 | 103 | 100 | 106 |
Bars Traded | 10950 | 4776 | 6174 | 10950 | 4776 | 6174 |
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 | -123701 | 420576 | -326209 | -238243 | 56080 | -582082 |
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{ "first_band": { "type": "alma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 45, "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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