Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 18132.9678 | -1486.1859 | 19619.1537 | 17273.7124 | -4914.3817 | 22188.0942 |
Total P&L (%) | 18.133 | -1.4862 | 19.6192 | 17.2737 | -4.9144 | 22.1881 |
Avg Daily Profit (%) | 0.3482 | -0.0285 | 0.3767 | 0.3064 | -0.0967 | 0.3855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16971 | -16442 | -3815 | -22447 | -21541 | -4956 |
Profit Factor | 1.3663 | 0.9576 | 2.3587 | 1.2799 | 0.889 | 2.2726 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 64.4737 | 63.1579 | 65.7895 | 64.4737 | 63.1579 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.7529 | 0.5586 | 1.2265 | 0.7053 | 0.5186 | 1.1817 |
Largest Winning Trade | 5633 | 5633 | 5513 | 6897 | 6672 | 6897 |
Largest Losing Trade | -9431 | -9431 | -3357 | -11629 | -11629 | -3797 |
Avg Bars in Trades | 313 | 309 | 317 | 313 | 309 | 317 |
Avg Bars in Winners | 234 | 208 | 258 | 234 | 208 | 258 |
Avg Bars in Losers | 458 | 483 | 432 | 458 | 483 | 432 |
Bars Traded | 23861 | 11778 | 12083 | 23861 | 11778 | 12083 |
Profit Streak | 4.0758 | 0 | 13.3613 | 4.0758 | 0 | 13.3613 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54253 | -581116 | 263305 | -55711 | -581116 | 321685 |
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{ "first_band": { "type": "rma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 175, "offset": 222 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 175, "offset": 222 } } }
# | 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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