Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140940.0867 | 124179.7218 | 16760.3649 | 151230.3507 | 209766.5869 | -58536.2362 |
Total P&L (%) | 140.9401 | 124.1797 | 16.7604 | 151.2304 | 209.7666 | -58.5362 |
Avg Daily Profit (%) | 0.5412 | 0.4768 | 0.0644 | 0.3544 | 0.4351 | -0.3375 |
Buy And Hold Return (%) | 70.1139 | 70.1139 | 70.1139 | 70.1139 | 70.1139 | 70.1139 |
Max Trade Drawdown | -39475 | -32521 | -46147 | -124162 | -42381 | -149597 |
Profit Factor | 1.6569 | 2.4077 | 1.1327 | 1.2846 | 2.0365 | 0.8221 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 41.9753 | 47.5 | 36.5854 | 41.9753 | 47.5 | 36.5854 |
Ratio Avg Win / Avg Loss | 2.2904 | 2.6612 | 1.9633 | 1.7758 | 2.2509 | 1.4249 |
Largest Winning Trade | 61903 | 61903 | 33128 | 76404 | 76404 | 60800 |
Largest Losing Trade | -18690 | -13870 | -18690 | -57748 | -22060 | -57748 |
Avg Bars in Trades | 304 | 292 | 316 | 304 | 292 | 316 |
Avg Bars in Winners | 504 | 454 | 568 | 504 | 454 | 568 |
Avg Bars in Losers | 160 | 146 | 171 | 160 | 146 | 171 |
Bars Traded | 24694 | 11715 | 12979 | 24694 | 11715 | 12979 |
Profit Streak | 0 | 6.8345 | 0 | 0 | 6.8345 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13939 | 162212 | -352845 | -16595 | 314252 | -585687 |
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{ "first_band": { "type": "alma", "factors": { "length": 217, "offset": 79 } }, "second_band": { "type": "ema", "factors": { "length": 140, "offset": 0 } } }
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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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