Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424998.3066 | 328667.195 | 96331.1116 | 248167.1489 | 288722.7758 | -40555.6269 |
Total P&L (%) | 424.9983 | 328.6672 | 96.3311 | 248.1671 | 288.7228 | -40.5556 |
Avg Daily Profit (%) | 0.1787 | 0.1382 | 0.0405 | 0.0525 | 0.0571 | -0.0219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175503 | -124200 | -64707 | -590010 | -432502 | -179828 |
Profit Factor | 1.3892 | 1.545 | 1.197 | 1.1003 | 1.2146 | 0.9641 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 43.7768 | 41.0256 | 46.5517 | 43.7768 | 41.0256 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.7842 | 2.221 | 1.3744 | 1.4131 | 1.746 | 1.1069 |
Largest Winning Trade | 119732 | 119732 | 47261 | 204761 | 184199 | 204761 |
Largest Losing Trade | -34565 | -34565 | -33788 | -197997 | -197997 | -125565 |
Avg Bars in Trades | 40 | 44 | 35 | 40 | 44 | 35 |
Avg Bars in Winners | 54 | 63 | 46 | 54 | 63 | 46 |
Avg Bars in Losers | 29 | 31 | 26 | 29 | 31 | 26 |
Bars Traded | 9384 | 5235 | 4149 | 9384 | 5235 | 4149 |
Profit Streak | 159.7112 | 201.4612 | 0 | 159.7112 | 201.4612 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308006 | -8223 | -144188 | -233710 | -118367 | -580698 |
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{ "first_band": { "type": "alma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 67, "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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