Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324728.7338 | 340314.4795 | -15585.7457 | -145269.885 | 1112246.4397 | -1257516.3248 |
Total P&L (%) | 324.7287 | 340.3145 | -15.5857 | -145.2699 | 1112.2464 | -1257.5163 |
Avg Daily Profit (%) | 0.1789 | 0.1875 | -0.0086 | 0 | 0.1376 | 0 |
Buy And Hold Return (%) | 74.5941 | 74.5941 | 74.5941 | 74.5941 | 74.5941 | 74.5941 |
Max Trade Drawdown | -239850 | -91677 | -196035 | -1804400 | -237912 | -2002130 |
Profit Factor | 1.479 | 2.3217 | 0.9629 | 0.9491 | 3.1227 | 0.4599 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 53 | 26 | 27 | 46 | 22 | 24 |
Losing Trades | 39 | 20 | 19 | 46 | 24 | 22 |
Profitability (%) | 57.6087 | 56.5217 | 58.6957 | 50 | 47.8261 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.0883 | 1.7859 | 0.6776 | 0.9491 | 3.4066 | 0.4216 |
Largest Winning Trade | 335347 | 335347 | 55606 | 938196 | 938196 | 385135 |
Largest Losing Trade | -148148 | -38193 | -148148 | -1804400 | -168903 | -1804400 |
Avg Bars in Trades | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Winners | 50 | 49 | 52 | 55 | 71 | 40 |
Avg Bars in Losers | 57 | 68 | 46 | 52 | 45 | 60 |
Bars Traded | 4950 | 2662 | 2288 | 4950 | 2662 | 2288 |
Profit Streak | 59.6905 | 101.0238 | 59.6905 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336117 | 449577 | -579016 | -580532 | -3743 | -580422 |
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{ "first_band": { "type": "alma", "factors": { "length": 15, "offset": 100 } }, "second_band": { "type": "fwma", "factors": { "length": 208, "offset": 200 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 15, "offset": 100 } }, "second_band": { "type": "fwma", "factors": { "length": 208, "offset": 200 } } }
# | 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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