Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1778899.9085 | 1659124.7267 | 119775.1818 | 2424287.7649 | 1683389.884 | 740897.8809 |
Total P&L (%) | 1778.8999 | 1659.1247 | 119.7752 | 2424.2878 | 1683.3899 | 740.8979 |
Avg Daily Profit (%) | 0.9627 | 0.8979 | 0.0648 | 0.1749 | 0.156 | 0.1153 |
Buy And Hold Return (%) | 79.2453 | 79.2453 | 79.2453 | 79.2453 | 79.2453 | 79.2453 |
Max Trade Drawdown | -102558 | -87224 | -56188 | -1929538 | -1259520 | -1205192 |
Profit Factor | 4.8226 | 9.0798 | 1.4606 | 1.3627 | 1.595 | 1.1922 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 55.0725 | 54.2857 | 55.8824 | 55.0725 | 54.2857 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.9342 | 7.6461 | 1.1531 | 1.1117 | 1.3431 | 0.9412 |
Largest Winning Trade | 1539818 | 1539818 | 67976 | 1203035 | 1203035 | 698110 |
Largest Losing Trade | -47040 | -29289 | -47040 | -929797 | -389897 | -929797 |
Avg Bars in Trades | 102 | 95 | 109 | 102 | 95 | 109 |
Avg Bars in Winners | 121 | 105 | 136 | 121 | 105 | 136 |
Avg Bars in Losers | 79 | 84 | 74 | 79 | 84 | 74 |
Bars Traded | 7060 | 3347 | 3713 | 7060 | 3347 | 3713 |
Profit Streak | 0 | 0 | 69.8317 | 0 | 0 | 69.8317 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84370 | 803704 | -114153 | -97051 | 363398 | -48074 |
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{ "first_band": { "type": "alma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "swma", "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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