Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217111.6675 | 1179314.2308 | 37797.4367 | 1311626.3172 | 273503.2189 | 1038123.0983 |
Total P&L (%) | 1217.1117 | 1179.3142 | 37.7974 | 1311.6263 | 273.5032 | 1038.1231 |
Avg Daily Profit (%) | 0.4865 | 0.4713 | 0.0151 | 0.1059 | 0.0527 | 0.0972 |
Buy And Hold Return (%) | 393.1011 | 393.1011 | 393.1011 | 393.1011 | 393.1011 | 393.1011 |
Max Trade Drawdown | -114870 | -49984 | -97622 | -1602147 | -1218543 | -1316391 |
Profit Factor | 2.8903 | 4.8524 | 1.1119 | 1.2004 | 1.0694 | 1.3987 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 37.2093 | 39.5349 | 34.8837 | 37.2093 | 39.5349 | 34.8837 |
Ratio Avg Win / Avg Loss | 4.8773 | 7.4213 | 2.0756 | 2.0257 | 1.6355 | 2.611 |
Largest Winning Trade | 761348 | 761348 | 56935 | 1014371 | 1014371 | 831811 |
Largest Losing Trade | -35983 | -30837 | -35983 | -670119 | -670119 | -371405 |
Avg Bars in Trades | 172 | 162 | 181 | 172 | 162 | 181 |
Avg Bars in Winners | 292 | 281 | 304 | 292 | 281 | 304 |
Avg Bars in Losers | 101 | 85 | 115 | 101 | 85 | 115 |
Bars Traded | 14807 | 7005 | 7802 | 14807 | 7005 | 7802 |
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 | 296436 | 392892 | -440586 | -58207 | -435452 | -70185 |
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{ "first_band": { "type": "alma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 97, "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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