Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145643.3514 | 81304.0063 | 64339.3451 | 163420.5057 | 84222.4488 | 79198.057 |
Total P&L (%) | 145.6434 | 81.304 | 64.3393 | 163.4205 | 84.2224 | 79.1981 |
Avg Daily Profit (%) | 0.2796 | 0.1561 | 0.1235 | 0.1861 | 0.1174 | 0.1121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80241 | -53629 | -57892 | -67728 | -46285 | -52466 |
Profit Factor | 1.4208 | 1.5043 | 1.348 | 1.4627 | 1.5182 | 1.4154 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 61.5894 | 59.2105 | 64 | 61.5894 | 59.2105 | 64 |
Ratio Avg Win / Avg Loss | 0.8861 | 1.0363 | 0.7583 | 0.9122 | 1.0459 | 0.7962 |
Largest Winning Trade | 19418 | 19418 | 16749 | 20034 | 20034 | 18929 |
Largest Losing Trade | -28631 | -25195 | -28631 | -52466 | -22266 | -52466 |
Avg Bars in Trades | 161 | 169 | 154 | 161 | 169 | 154 |
Avg Bars in Winners | 116 | 118 | 114 | 116 | 118 | 114 |
Avg Bars in Losers | 234 | 243 | 224 | 234 | 243 | 224 |
Bars Traded | 24420 | 12857 | 11563 | 24420 | 12857 | 11563 |
Profit Streak | 13.7245 | 29.1828 | 13.7245 | 13.7245 | 29.1828 | 13.7245 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384491 | -38440 | -84598 | 364941 | -81904 | -99103 |
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{ "first_band": { "type": "swma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 197, "offset": 0 } } }
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# | 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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