Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174609.7334 | 1130241.1645 | 44368.5689 | 2810545.4808 | 3169231.5091 | -358686.0283 |
Total P&L (%) | 1174.6097 | 1130.2412 | 44.3686 | 2810.5455 | 3169.2315 | -358.686 |
Avg Daily Profit (%) | 0.6476 | 0.6231 | 0.0245 | 0.186 | 0.1924 | 0 |
Buy And Hold Return (%) | 525.7088 | 525.7088 | 525.7088 | 525.7088 | 525.7088 | 525.7088 |
Max Trade Drawdown | -96231 | -58054 | -100539 | -5787813 | -3666211 | -3201044 |
Profit Factor | 3.1542 | 6.0311 | 1.1384 | 1.217 | 1.5351 | 0.949 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 37.037 | 35 | 39.0244 | 37.037 | 35 | 39.0244 |
Ratio Avg Win / Avg Loss | 5.3621 | 11.2006 | 1.7787 | 2.0688 | 2.8509 | 1.4828 |
Largest Winning Trade | 618127 | 618127 | 78535 | 3451395 | 3451395 | 1753565 |
Largest Losing Trade | -42814 | -20079 | -42814 | -896022 | -896022 | -866553 |
Avg Bars in Trades | 132 | 123 | 140 | 132 | 123 | 140 |
Avg Bars in Winners | 237 | 210 | 261 | 237 | 210 | 261 |
Avg Bars in Losers | 70 | 77 | 62 | 70 | 77 | 62 |
Bars Traded | 10706 | 4951 | 5755 | 10706 | 4951 | 5755 |
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 | -8754 | 305568 | -397394 | -13815 | 149469 | -583343 |
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{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 23, "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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