Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746402.1321 | 594393.3164 | 152008.8157 | 865007.6379 | 694556.7467 | 170450.8912 |
Total P&L (%) | 746.4021 | 594.3933 | 152.0088 | 865.0076 | 694.5567 | 170.4509 |
Avg Daily Profit (%) | 0.4679 | 0.3726 | 0.0953 | 0.1422 | 0.13 | 0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94339 | -106967 | -53098 | -2446772 | -2347305 | -869501 |
Profit Factor | 2.1027 | 2.4701 | 1.5576 | 1.1159 | 1.1597 | 1.0547 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 44.9664 | 38.6667 | 51.3514 | 44.9664 | 38.6667 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.5734 | 3.9181 | 1.4757 | 1.3657 | 1.8395 | 0.9992 |
Largest Winning Trade | 340292 | 340292 | 62079 | 2113559 | 2113559 | 759076 |
Largest Losing Trade | -30313 | -29684 | -30313 | -731857 | -580306 | -731857 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 45 | 39 | 50 | 45 | 39 | 50 |
Avg Bars in Losers | 20 | 17 | 22 | 20 | 17 | 22 |
Bars Traded | 4700 | 1974 | 2726 | 4700 | 1974 | 2726 |
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 | 459439 | -46867 | -128385 | -97394 | -123931 | -335883 |
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{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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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