Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1622277.8372 | 1700889.088 | -78611.2508 | 72556.7353 | 1784421.6884 | -1711864.9531 |
Total P&L (%) | 1622.2778 | 1700.8891 | -78.6113 | 72.5567 | 1784.4217 | -1711.865 |
Avg Daily Profit (%) | 0.8875 | 0.9305 | -0.043 | 0.0298 | 0.1608 | 0 |
Buy And Hold Return (%) | 752.7934 | 752.7934 | 752.7934 | 752.7934 | 752.7934 | 752.7934 |
Max Trade Drawdown | -199279 | -109706 | -124890 | -2019013 | -1181722 | -1908199 |
Profit Factor | 2.5703 | 4.0033 | 0.8316 | 1.0079 | 1.3734 | 0.6121 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 44.8718 | 39.7436 | 50 | 44.8718 | 39.7436 | 50 |
Ratio Avg Win / Avg Loss | 3.1578 | 6.0695 | 0.8316 | 1.2383 | 2.0823 | 0.6121 |
Largest Winning Trade | 1262553 | 1262553 | 70624 | 1586933 | 1586933 | 518249 |
Largest Losing Trade | -40081 | -36248 | -40081 | -661439 | -529383 | -661439 |
Avg Bars in Trades | 33 | 35 | 30 | 33 | 35 | 30 |
Avg Bars in Winners | 41 | 52 | 31 | 41 | 52 | 31 |
Avg Bars in Losers | 27 | 24 | 29 | 27 | 24 | 29 |
Bars Traded | 5205 | 2800 | 2405 | 5205 | 2800 | 2405 |
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 | 399971 | -23262 | -615236 | -531806 | -33520 | -615236 |
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{ "first_band": { "type": "alma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 111, "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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