Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227668.4764 | 343438.1642 | -115769.6878 | -72100.3968 | 347363.4104 | -419463.8073 |
Total P&L (%) | 227.6685 | 343.4382 | -115.7697 | -72.1004 | 347.3634 | -419.4638 |
Avg Daily Profit (%) | 0.1407 | 0.2123 | -0.0716 | -0.0789 | 0.0926 | 0 |
Buy And Hold Return (%) | 23.8205 | 23.8205 | 23.8205 | 23.8205 | 23.8205 | 23.8205 |
Max Trade Drawdown | -273664 | -179054 | -150616 | -764741 | -582489 | -664164 |
Profit Factor | 1.3111 | 2.1028 | 0.7247 | 0.9647 | 1.4125 | 0.6508 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 37.5 | 42.5 | 32.5 | 37.5 | 42.5 | 32.5 |
Ratio Avg Win / Avg Loss | 2.1851 | 2.8449 | 1.5051 | 1.6079 | 1.911 | 1.3518 |
Largest Winning Trade | 181395 | 181395 | 58883 | 381956 | 381956 | 291213 |
Largest Losing Trade | -56041 | -56041 | -49023 | -440361 | -440361 | -222643 |
Avg Bars in Trades | 237 | 236 | 238 | 237 | 236 | 238 |
Avg Bars in Winners | 387 | 346 | 440 | 387 | 346 | 440 |
Avg Bars in Losers | 147 | 154 | 141 | 147 | 154 | 141 |
Bars Traded | 18997 | 9454 | 9543 | 18997 | 9454 | 9543 |
Profit Streak | 0 | 0 | 544.7544 | 0 | 0 | 544.7544 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32569 | 318093 | -584193 | -606638 | -70293 | -585304 |
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{ "first_band": { "type": "alma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 198, "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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