Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894554.9945 | 812498.5442 | 82056.4503 | -386549.3193 | -11278.185 | -375271.1343 |
Total P&L (%) | 894.555 | 812.4985 | 82.0565 | -386.5493 | -11.2782 | -375.2711 |
Avg Daily Profit (%) | 0.461 | 0.4187 | 0.0423 | 0 | -0.0062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160932 | -94304 | -166004 | -375289 | -214363 | -318936 |
Profit Factor | 1.9301 | 2.7842 | 1.162 | 0.7493 | 0.9851 | 0.5232 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 86 | 39 | 47 | 67 | 37 | 30 |
Losing Trades | 72 | 40 | 32 | 91 | 42 | 49 |
Profitability (%) | 54.4304 | 49.3671 | 59.4937 | 42.4051 | 46.8354 | 37.9747 |
Ratio Avg Win / Avg Loss | 1.6159 | 2.8556 | 0.7912 | 1.0177 | 1.1182 | 0.8546 |
Largest Winning Trade | 649745 | 649745 | 46171 | 95297 | 95297 | 57498 |
Largest Losing Trade | -120851 | -43950 | -120851 | -194836 | -194836 | -101336 |
Avg Bars in Trades | 47 | 52 | 43 | 47 | 52 | 43 |
Avg Bars in Winners | 46 | 43 | 47 | 48 | 64 | 28 |
Avg Bars in Losers | 49 | 60 | 36 | 46 | 41 | 51 |
Bars Traded | 7521 | 4116 | 3405 | 7521 | 4116 | 3405 |
Profit Streak | 17.542 | 17.542 | 30.792 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607119 | -10916 | -204819 | -581237 | -607300 | -612412 |
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{ "first_band": { "type": "alma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 12, "offset": 194 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 12, "offset": 194 } } }
# | 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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