Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296170.447 | 111344.7686 | 184825.6784 | 238622.7211 | 64844.237 | 173778.4841 |
Total P&L (%) | 296.1704 | 111.3448 | 184.8257 | 238.6227 | 64.8442 | 173.7785 |
Avg Daily Profit (%) | 0.1854 | 0.0697 | 0.1157 | 0.0764 | 0.0313 | 0.0631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117107 | -97741 | -51431 | -253545 | -243000 | -125762 |
Profit Factor | 1.5172 | 1.3749 | 1.6706 | 1.1905 | 1.1007 | 1.2854 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 52.5 | 45 | 60 | 52.5 | 45 | 60 |
Ratio Avg Win / Avg Loss | 1.3727 | 1.6804 | 1.1137 | 1.0771 | 1.3453 | 0.8569 |
Largest Winning Trade | 121477 | 121477 | 43592 | 156201 | 156201 | 106978 |
Largest Losing Trade | -38100 | -38100 | -33759 | -107882 | -98792 | -107882 |
Avg Bars in Trades | 49 | 37 | 61 | 49 | 37 | 61 |
Avg Bars in Winners | 49 | 37 | 58 | 49 | 37 | 58 |
Avg Bars in Losers | 50 | 38 | 66 | 50 | 38 | 66 |
Bars Traded | 5988 | 2279 | 3709 | 5988 | 2279 | 3709 |
Profit Streak | 28.6104 | 28.6104 | 67.1104 | 28.6104 | 28.6104 | 67.1104 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396530 | -268821 | -203016 | -99841 | -431731 | -276906 |
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 49, "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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