Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353687.1695 | 1294221.5064 | 59465.6631 | 2628717.1373 | 4223304.5761 | -1594587.4389 |
Total P&L (%) | 1353.6872 | 1294.2215 | 59.4657 | 2628.7171 | 4223.3046 | -1594.5874 |
Avg Daily Profit (%) | 0.7434 | 0.7107 | 0.0327 | 0.1817 | 0.2071 | 0 |
Buy And Hold Return (%) | 606.6341 | 606.6341 | 606.6341 | 606.6341 | 606.6341 | 606.6341 |
Max Trade Drawdown | -109492 | -76195 | -66384 | -7893946 | -5871976 | -4418780 |
Profit Factor | 3.6499 | 5.8487 | 1.2438 | 1.1099 | 1.3359 | 0.8594 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 36.9748 | 30.5085 | 43.3333 | 36.9748 | 30.5085 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.2214 | 13.322 | 1.6265 | 1.8919 | 3.0429 | 1.1239 |
Largest Winning Trade | 723998 | 723998 | 69007 | 6269294 | 6269294 | 1427648 |
Largest Losing Trade | -27479 | -27479 | -27046 | -1619025 | -1143685 | -1619025 |
Avg Bars in Trades | 58 | 50 | 66 | 58 | 50 | 66 |
Avg Bars in Winners | 120 | 112 | 126 | 120 | 112 | 126 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 6969 | 2950 | 4019 | 6969 | 2950 | 4019 |
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 | 338097 | -169717 | -485965 | -97313 | -175051 | -750884 |
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{ "first_band": { "type": "rma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 6, "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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