Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175146.6471 | 295790.7632 | -120644.1162 | -89099.1276 | 852430.4026 | -941529.5303 |
Total P&L (%) | 175.1466 | 295.7908 | -120.6441 | -89.0991 | 852.4304 | -941.5295 |
Avg Daily Profit (%) | 0.1082 | 0.1828 | -0.0746 | -0.1369 | 0.1394 | 0 |
Buy And Hold Return (%) | 23.6924 | 23.6924 | 23.6924 | 23.6924 | 23.6924 | 23.6924 |
Max Trade Drawdown | -255419 | -180101 | -152849 | -828659 | -180982 | -1017731 |
Profit Factor | 1.2323 | 1.9865 | 0.7344 | 0.9561 | 3.3187 | 0.4327 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 48.8636 | 54.5455 | 43.1818 | 48.8636 | 54.5455 | 43.1818 |
Ratio Avg Win / Avg Loss | 1.2896 | 1.6554 | 0.9664 | 1.0005 | 2.7656 | 0.5693 |
Largest Winning Trade | 106421 | 106421 | 59099 | 338154 | 338154 | 159579 |
Largest Losing Trade | -85786 | -55808 | -85786 | -525195 | -95598 | -525195 |
Avg Bars in Trades | 215 | 212 | 219 | 215 | 212 | 219 |
Avg Bars in Winners | 303 | 292 | 317 | 303 | 292 | 317 |
Avg Bars in Losers | 132 | 117 | 144 | 132 | 117 | 144 |
Bars Traded | 19000 | 9362 | 9638 | 19000 | 9362 | 9638 |
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 | -49011 | 428253 | -583371 | -579318 | 16672 | -583371 |
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{ "first_band": { "type": "alma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 128, "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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