Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103244.2429 | 73785.7108 | 29458.5321 | 115619.7259 | 82480.3794 | 33139.3465 |
Total P&L (%) | 103.2442 | 73.7857 | 29.4585 | 115.6197 | 82.4804 | 33.1393 |
Avg Daily Profit (%) | 0.4115 | 0.2941 | 0.1174 | 0.3067 | 0.24 | 0.1141 |
Buy And Hold Return (%) | 24.6529 | 24.6529 | 24.6529 | 24.6529 | 24.6529 | 24.6529 |
Max Trade Drawdown | -33078 | -28360 | -31136 | -65852 | -59461 | -30564 |
Profit Factor | 1.5769 | 1.8242 | 1.3293 | 1.4293 | 1.5866 | 1.2575 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 70.1149 | 72.7273 | 67.4419 | 70.1149 | 72.7273 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.6721 | 0.6841 | 0.6417 | 0.6092 | 0.595 | 0.6071 |
Largest Winning Trade | 24148 | 24148 | 15709 | 22492 | 22492 | 14476 |
Largest Losing Trade | -30239 | -22501 | -30239 | -56974 | -56974 | -29725 |
Avg Bars in Trades | 270 | 271 | 269 | 270 | 271 | 269 |
Avg Bars in Winners | 170 | 156 | 186 | 170 | 156 | 186 |
Avg Bars in Losers | 504 | 577 | 441 | 504 | 577 | 441 |
Bars Traded | 23526 | 11931 | 11595 | 23526 | 11931 | 11595 |
Profit Streak | 15.5479 | 31.475 | 0 | 15.5479 | 31.475 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351221 | 326564 | -141913 | 302575 | 302686 | -100258 |
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{ "first_band": { "type": "rma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 203, "offset": 129 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 203, "offset": 129 } } }
# | 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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