Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788463.8827 | 670453.5562 | 118010.3265 | 587531.9937 | 498761.5648 | 88770.4289 |
Total P&L (%) | 788.4639 | 670.4536 | 118.0103 | 587.532 | 498.7616 | 88.7704 |
Avg Daily Profit (%) | 0.4935 | 0.4196 | 0.0739 | 0.1207 | 0.1121 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99884 | -91427 | -54308 | -452877 | -421952 | -285819 |
Profit Factor | 2.2207 | 2.9804 | 1.384 | 1.2888 | 1.4627 | 1.0928 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 37.931 | 29.3103 | 46.5517 | 37.931 | 29.3103 | 46.5517 |
Ratio Avg Win / Avg Loss | 3.6339 | 7.1879 | 1.589 | 2.1089 | 3.5276 | 1.2547 |
Largest Winning Trade | 434502 | 434502 | 62766 | 589194 | 589194 | 184966 |
Largest Losing Trade | -41319 | -38172 | -41319 | -170903 | -144213 | -170903 |
Avg Bars in Trades | 161 | 134 | 187 | 161 | 134 | 187 |
Avg Bars in Winners | 295 | 281 | 303 | 295 | 281 | 303 |
Avg Bars in Losers | 79 | 74 | 86 | 79 | 74 | 86 |
Bars Traded | 18716 | 7823 | 10893 | 18716 | 7823 | 10893 |
Profit Streak | 42.0252 | 42.0252 | 50.3586 | 42.0252 | 42.0252 | 50.3586 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409459 | -174992 | -273453 | -33684 | -231790 | -439063 |
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{ "first_band": { "type": "alma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 245, "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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