Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598942.5329 | 515186.9443 | 83755.5886 | 1908576.0367 | 2772948.2008 | -864372.1641 |
Total P&L (%) | 598.9425 | 515.1869 | 83.7556 | 1908.576 | 2772.9482 | -864.3722 |
Avg Daily Profit (%) | 0.3186 | 0.2741 | 0.0446 | 0.1597 | 0.1788 | 0 |
Buy And Hold Return (%) | 279.6575 | 279.6575 | 279.6575 | 279.6575 | 279.6575 | 279.6575 |
Max Trade Drawdown | -89984 | -50228 | -66794 | -3876341 | -2683806 | -2972776 |
Profit Factor | 2.5321 | 3.9069 | 1.3919 | 1.1538 | 1.4739 | 0.8681 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 57.5758 | 54.5455 | 60.6061 | 57.5758 | 54.5455 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.8657 | 3.2558 | 0.9047 | 0.8502 | 1.2282 | 0.5643 |
Largest Winning Trade | 200532 | 200532 | 41571 | 1748372 | 1748372 | 1100550 |
Largest Losing Trade | -47913 | -43566 | -47913 | -2306267 | -2306267 | -1661020 |
Avg Bars in Trades | 109 | 121 | 97 | 109 | 121 | 97 |
Avg Bars in Winners | 109 | 135 | 85 | 109 | 135 | 85 |
Avg Bars in Losers | 109 | 105 | 115 | 109 | 105 | 115 |
Bars Traded | 7221 | 4016 | 3205 | 7221 | 4016 | 3205 |
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 | -119583 | 298360 | -298845 | -172901 | 344418 | -579427 |
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{ "first_band": { "type": "alma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 225, "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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