Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705043.8097 | 687377.478 | 17666.3317 | 532151.8098 | 1208063.5641 | -675911.7543 |
Total P&L (%) | 705.0438 | 687.3775 | 17.6663 | 532.1518 | 1208.0636 | -675.9118 |
Avg Daily Profit (%) | 0.3902 | 0.3804 | 0.0098 | 0.1021 | 0.1424 | 0 |
Buy And Hold Return (%) | 269.9373 | 269.9373 | 269.9373 | 269.9373 | 269.9373 | 269.9373 |
Max Trade Drawdown | -110197 | -75609 | -92999 | -2159348 | -1549959 | -1790000 |
Profit Factor | 2.3467 | 4.4495 | 1.0545 | 1.0915 | 1.5242 | 0.8074 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 56.9231 | 59.375 | 54.5455 | 56.9231 | 59.375 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.7759 | 3.0444 | 0.8787 | 0.826 | 1.0429 | 0.6728 |
Largest Winning Trade | 322317 | 322317 | 69931 | 1474991 | 1474991 | 516845 |
Largest Losing Trade | -66711 | -39843 | -66711 | -1211969 | -803187 | -1211969 |
Avg Bars in Trades | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Winners | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Losers | 39 | 32 | 46 | 39 | 32 | 46 |
Bars Traded | 3535 | 1632 | 1903 | 3535 | 1632 | 1903 |
Profit Streak | 0 | 114.6581 | 0 | 0 | 114.6581 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124425 | 561510 | -507246 | -319945 | -742 | -580213 |
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{ "first_band": { "type": "alma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 50, "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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