Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172115.143 | 52965.7975 | 119149.3456 | 211809.4287 | 95219.6812 | 116589.7475 |
Total P&L (%) | 172.1151 | 52.9658 | 119.1493 | 211.8094 | 95.2197 | 116.5897 |
Avg Daily Profit (%) | 0.3305 | 0.1017 | 0.2288 | 0.2186 | 0.1285 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52945 | -29331 | -49389 | -86885 | -64909 | -70971 |
Profit Factor | 1.3925 | 1.2191 | 1.6058 | 1.361 | 1.3234 | 1.3989 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 54.5946 | 54.3478 | 54.8387 | 54.5946 | 54.3478 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.1581 | 1.024 | 1.3224 | 1.1319 | 1.1117 | 1.152 |
Largest Winning Trade | 25959 | 24471 | 25959 | 49436 | 49436 | 44938 |
Largest Losing Trade | -30665 | -20489 | -30665 | -61084 | -36727 | -61084 |
Avg Bars in Trades | 130 | 146 | 115 | 130 | 146 | 115 |
Avg Bars in Winners | 113 | 126 | 100 | 113 | 126 | 100 |
Avg Bars in Losers | 151 | 169 | 132 | 151 | 169 | 132 |
Bars Traded | 24193 | 13478 | 10715 | 24193 | 13478 | 10715 |
Profit Streak | 9.611 | 23.7152 | 9.611 | 9.611 | 23.7152 | 9.611 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413595 | -57566 | 367669 | 372237 | -20022 | 226540 |
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{ "first_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 139, "offset": 68 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 139, "offset": 68 } } }
# | 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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