Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620977.2294 | 518447.0933 | 102530.1361 | 2224208.5412 | 1806819.8946 | 417388.6466 |
Total P&L (%) | 620.9772 | 518.4471 | 102.5301 | 2224.2085 | 1806.8199 | 417.3886 |
Avg Daily Profit (%) | 0.4398 | 0.3672 | 0.0726 | 0.2231 | 0.209 | 0.1165 |
Buy And Hold Return (%) | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 |
Max Trade Drawdown | -120008 | -69967 | -102640 | -2357438 | -1382331 | -1719210 |
Profit Factor | 2.6084 | 3.228 | 1.6685 | 1.3411 | 1.439 | 1.1735 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 52.381 | 50 | 54.8387 | 52.381 | 50 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.3713 | 3.228 | 1.374 | 1.2191 | 1.439 | 0.9664 |
Largest Winning Trade | 196025 | 196025 | 56551 | 1970932 | 1970932 | 736022 |
Largest Losing Trade | -37243 | -37243 | -31784 | -490621 | -490621 | -483193 |
Avg Bars in Trades | 63 | 57 | 68 | 63 | 57 | 68 |
Avg Bars in Winners | 76 | 75 | 77 | 76 | 75 | 77 |
Avg Bars in Losers | 48 | 40 | 57 | 48 | 40 | 57 |
Bars Traded | 3972 | 1846 | 2126 | 3972 | 1846 | 2126 |
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 | -135629 | 561751 | -113248 | -142121 | 324554 | -68919 |
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{ "first_band": { "type": "sma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 31, "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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