Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421157.555 | 430663.8133 | -9506.2583 | 37772.9545 | 909792.9737 | -872020.0193 |
Total P&L (%) | 421.1576 | 430.6638 | -9.5063 | 37.773 | 909.793 | -872.02 |
Avg Daily Profit (%) | 0.2319 | 0.2372 | -0.0052 | 0.0176 | 0.1274 | 0 |
Buy And Hold Return (%) | 127.2505 | 127.2505 | 127.2505 | 127.2505 | 127.2505 | 127.2505 |
Max Trade Drawdown | -236809 | -106351 | -191664 | -1495466 | -763143 | -1062929 |
Profit Factor | 1.7827 | 2.8277 | 0.9686 | 1.0139 | 1.8187 | 0.4584 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 41.3793 | 44.8276 | 37.931 | 41.3793 | 44.8276 | 37.931 |
Ratio Avg Win / Avg Loss | 2.5255 | 3.4802 | 1.5849 | 1.4363 | 2.2384 | 0.75 |
Largest Winning Trade | 342244 | 342244 | 74623 | 1134240 | 1134240 | 363064 |
Largest Losing Trade | -43540 | -30721 | -43540 | -406369 | -406369 | -266857 |
Avg Bars in Trades | 114 | 111 | 118 | 114 | 111 | 118 |
Avg Bars in Winners | 192 | 171 | 216 | 192 | 171 | 216 |
Avg Bars in Losers | 60 | 62 | 58 | 60 | 62 | 58 |
Bars Traded | 6669 | 3236 | 3433 | 6669 | 3236 | 3433 |
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 | -174413 | 306003 | -582748 | -723165 | -21123 | -585526 |
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{ "first_band": { "type": "alma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 191, "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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