Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621068.3105 | 516997.01 | 104071.3005 | 635569.9574 | 322696.6819 | 312873.2756 |
Total P&L (%) | 621.0683 | 516.997 | 104.0713 | 635.57 | 322.6967 | 312.8733 |
Avg Daily Profit (%) | 0.331 | 0.2755 | 0.0555 | 0.1064 | 0.0769 | 0.0756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115188 | -61825 | -84974 | -731880 | -477885 | -278201 |
Profit Factor | 2.5291 | 3.5047 | 1.521 | 1.3076 | 1.3084 | 1.3069 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 42.1875 | 34.375 | 50 | 42.1875 | 34.375 | 50 |
Ratio Avg Win / Avg Loss | 3.4657 | 6.6907 | 1.521 | 1.792 | 2.4979 | 1.3069 |
Largest Winning Trade | 457423 | 457423 | 58572 | 439883 | 388767 | 439883 |
Largest Losing Trade | -44775 | -37378 | -44775 | -225902 | -225902 | -205567 |
Avg Bars in Trades | 86 | 75 | 96 | 86 | 75 | 96 |
Avg Bars in Winners | 146 | 139 | 151 | 146 | 139 | 151 |
Avg Bars in Losers | 42 | 41 | 42 | 42 | 41 | 42 |
Bars Traded | 5512 | 2410 | 3102 | 5512 | 2410 | 3102 |
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 | -132837 | 333826 | -116339 | -196089 | -95196 | -91912 |
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{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 55, "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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