Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489421.1621 | 406525.2823 | 82895.8798 | 329572.627 | -889940.7488 | 1219513.3758 |
Total P&L (%) | 489.4212 | 406.5253 | 82.8959 | 329.5726 | -889.9407 | 1219.5134 |
Avg Daily Profit (%) | 0.2476 | 0.2057 | 0.0419 | 0.0738 | 0 | 0.1306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165385 | -128227 | -91761 | -3134773 | -3133241 | -1232951 |
Profit Factor | 1.9447 | 2.6341 | 1.3078 | 1.0512 | 0.7704 | 1.4753 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 48.6486 | 48.6486 | 48.6486 | 48.6486 | 48.6486 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.0527 | 2.7804 | 1.3805 | 1.1096 | 0.8132 | 1.5572 |
Largest Winning Trade | 168676 | 168676 | 65552 | 1300518 | 1074766 | 1300518 |
Largest Losing Trade | -72107 | -29028 | -72107 | -1167439 | -943763 | -1167439 |
Avg Bars in Trades | 104 | 109 | 99 | 104 | 109 | 99 |
Avg Bars in Winners | 159 | 166 | 152 | 159 | 166 | 152 |
Avg Bars in Losers | 52 | 55 | 48 | 52 | 55 | 48 |
Bars Traded | 7722 | 4049 | 3672 | 7722 | 4049 | 3672 |
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 | -57581 | 438234 | -137281 | -328012 | -581298 | -16516 |
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{ "first_band": { "type": "alma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 104, "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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