Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751724.5676 | 703301.5584 | 48423.0092 | 1213448.4025 | 1163558.9487 | 49889.4538 |
Total P&L (%) | 751.7246 | 703.3016 | 48.423 | 1213.4484 | 1163.5589 | 49.8895 |
Avg Daily Profit (%) | 0.3005 | 0.2812 | 0.0194 | 0.103 | 0.1015 | 0.0162 |
Buy And Hold Return (%) | 246.3815 | 246.3815 | 246.3815 | 246.3815 | 246.3815 | 246.3815 |
Max Trade Drawdown | -86375 | -46478 | -53668 | -1297761 | -663190 | -785543 |
Profit Factor | 2.5362 | 4.2724 | 1.1765 | 1.2709 | 1.5836 | 1.0201 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 43.0556 | 38.8889 | 47.2222 | 43.0556 | 38.8889 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.3544 | 6.7137 | 1.3149 | 1.6809 | 2.4885 | 1.1401 |
Largest Winning Trade | 478901 | 478901 | 46938 | 1090225 | 1090225 | 582583 |
Largest Losing Trade | -42498 | -19621 | -42498 | -442826 | -262206 | -442826 |
Avg Bars in Trades | 101 | 97 | 106 | 101 | 97 | 106 |
Avg Bars in Winners | 158 | 153 | 162 | 158 | 153 | 162 |
Avg Bars in Losers | 59 | 61 | 56 | 59 | 61 | 56 |
Bars Traded | 7331 | 3493 | 3838 | 7331 | 3493 | 3838 |
Profit Streak | 0 | 0 | 75.6571 | 0 | 0 | 75.6571 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75811 | 303456 | -359717 | -141906 | -60087 | -535980 |
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{ "first_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 62, "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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