Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139628.7667 | 95522.9927 | 44105.774 | 171240.3263 | 205503.8209 | -34263.4946 |
Total P&L (%) | 139.6288 | 95.523 | 44.1058 | 171.2403 | 205.5038 | -34.2635 |
Avg Daily Profit (%) | 0.5362 | 0.3668 | 0.1694 | 0.3839 | 0.4298 | -0.161 |
Buy And Hold Return (%) | 22.0083 | 22.0083 | 22.0083 | 22.0083 | 22.0083 | 22.0083 |
Max Trade Drawdown | -81482 | -29263 | -59016 | -342103 | -85280 | -279194 |
Profit Factor | 1.3311 | 1.5011 | 1.1909 | 1.1524 | 1.4762 | 0.9505 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 63.5714 | 63.5714 | 63.5714 | 63.5714 | 63.5714 | 63.5714 |
Ratio Avg Win / Avg Loss | 0.7628 | 0.8602 | 0.6824 | 0.6604 | 0.8459 | 0.5447 |
Largest Winning Trade | 12460 | 11294 | 12460 | 60999 | 35636 | 60999 |
Largest Losing Trade | -37737 | -13815 | -37737 | -212851 | -32627 | -212851 |
Avg Bars in Trades | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Winners | 74 | 66 | 81 | 74 | 66 | 81 |
Avg Bars in Losers | 113 | 123 | 102 | 113 | 123 | 102 |
Bars Traded | 24753 | 12272 | 12481 | 24753 | 12272 | 12481 |
Profit Streak | 3.708 | 3.708 | 10.0726 | 3.708 | 3.708 | 10.0726 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392530 | 232684 | -9925 | -43096 | 315686 | -579015 |
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{ "first_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 211, "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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