Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139296.9177 | 103414.553 | 35882.3647 | 174654.4218 | 167513.9971 | 7140.4247 |
Total P&L (%) | 139.2969 | 103.4146 | 35.8824 | 174.6544 | 167.514 | 7.1404 |
Avg Daily Profit (%) | 0.2675 | 0.1986 | 0.0689 | 0.1942 | 0.1891 | 0.0132 |
Buy And Hold Return (%) | 27.5869 | 27.5869 | 27.5869 | 27.5869 | 27.5869 | 27.5869 |
Max Trade Drawdown | -63108 | -40092 | -49252 | -136996 | -64633 | -108033 |
Profit Factor | 1.4371 | 1.7233 | 1.2042 | 1.3196 | 1.748 | 1.0221 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 51.25 | 47.5 | 55 | 51.25 | 47.5 | 55 |
Ratio Avg Win / Avg Loss | 1.367 | 1.9047 | 0.9852 | 1.2552 | 1.932 | 0.8363 |
Largest Winning Trade | 27469 | 25677 | 27469 | 35170 | 31231 | 35170 |
Largest Losing Trade | -27763 | -12356 | -27763 | -50205 | -19693 | -50205 |
Avg Bars in Trades | 154 | 156 | 151 | 154 | 156 | 151 |
Avg Bars in Winners | 185 | 186 | 184 | 185 | 186 | 184 |
Avg Bars in Losers | 121 | 129 | 111 | 121 | 129 | 111 |
Bars Traded | 24648 | 12524 | 12124 | 24648 | 12524 | 12124 |
Profit Streak | 16.1316 | 16.1316 | 18.1316 | 16.1316 | 16.1316 | 18.1316 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335508 | -11992 | -194155 | 317884 | -10198 | -557580 |
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{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 187, "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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