Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238794.0103 | 227077.3266 | 11716.6838 | -26141.7116 | 57184.326 | -83326.0376 |
Total P&L (%) | 238.794 | 227.0773 | 11.7167 | -26.1417 | 57.1843 | -83.326 |
Avg Daily Profit (%) | 0.221 | 0.2102 | 0.0108 | -0.028 | 0.0419 | -0.1657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148755 | -93489 | -88718 | -594803 | -408125 | -249162 |
Profit Factor | 1.3455 | 1.6386 | 1.0349 | 0.9832 | 1.0669 | 0.8815 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 96 | 40 | 56 | 96 | 40 | 56 |
Losing Trades | 108 | 62 | 46 | 108 | 62 | 46 |
Profitability (%) | 47.0588 | 39.2157 | 54.902 | 47.0588 | 39.2157 | 54.902 |
Ratio Avg Win / Avg Loss | 1.5136 | 2.5399 | 0.8501 | 1.1061 | 1.6537 | 0.7241 |
Largest Winning Trade | 323898 | 323898 | 40741 | 469490 | 469490 | 55065 |
Largest Losing Trade | -26504 | -20364 | -26504 | -105456 | -105456 | -92868 |
Avg Bars in Trades | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Winners | 65 | 63 | 66 | 65 | 63 | 66 |
Avg Bars in Losers | 59 | 53 | 67 | 59 | 53 | 67 |
Bars Traded | 12704 | 5879 | 6824 | 12704 | 5879 | 6824 |
Profit Streak | 0 | 0 | 21.1397 | 0 | 0 | 21.1397 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331116 | 228047 | -473609 | -579187 | -288116 | -579873 |
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{ "first_band": { "type": "alma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 5, "offset": 49 } } }
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# | 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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