Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96836.705 | 35632.1595 | 61204.5456 | 113853.3956 | 51169.6143 | 62683.7813 |
Total P&L (%) | 96.8367 | 35.6322 | 61.2045 | 113.8534 | 51.1696 | 62.6838 |
Avg Daily Profit (%) | 0.3718 | 0.1368 | 0.235 | 0.2923 | 0.1588 | 0.187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31226 | -24405 | -30809 | -51046 | -34747 | -51027 |
Profit Factor | 1.5266 | 1.3587 | 1.7239 | 1.4263 | 1.3817 | 1.4713 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 60.5769 | 57.6923 | 63.4615 | 60.5769 | 57.6923 | 63.4615 |
Ratio Avg Win / Avg Loss | 0.9935 | 0.9964 | 0.9925 | 0.9282 | 1.0132 | 0.8471 |
Largest Winning Trade | 18280 | 17354 | 18280 | 22716 | 16135 | 22716 |
Largest Losing Trade | -21529 | -18992 | -21529 | -37417 | -25989 | -37417 |
Avg Bars in Trades | 229 | 240 | 219 | 229 | 240 | 219 |
Avg Bars in Winners | 180 | 176 | 183 | 180 | 176 | 183 |
Avg Bars in Losers | 306 | 327 | 281 | 306 | 327 | 281 |
Bars Traded | 23904 | 12512 | 11392 | 23904 | 12512 | 11392 |
Profit Streak | 5.8895 | 29.1708 | 0 | 5.8895 | 29.1708 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354366 | -193015 | -171882 | 307827 | -172213 | -173219 |
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{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "offset": 224 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "offset": 224 } } }
# | 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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