Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613771.0194 | 695743.6566 | -81972.6373 | -94979.1846 | 20649.1687 | -115628.3533 |
Total P&L (%) | 613.771 | 695.7437 | -81.9726 | -94.9792 | 20.6492 | -115.6284 |
Avg Daily Profit (%) | 0.3374 | 0.3825 | -0.0451 | -0.1643 | 0.0103 | 0 |
Buy And Hold Return (%) | 351.8237 | 351.8237 | 351.8237 | 351.8237 | 351.8237 | 351.8237 |
Max Trade Drawdown | -137986 | -118092 | -98726 | -19279 | -3525 | -22095 |
Profit Factor | 1.8673 | 3.5343 | 0.8108 | 0.3224 | 2.6789 | 0.0957 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 55.5556 | 51.6129 | 59.375 | 55.5556 | 51.6129 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4938 | 3.3134 | 0.5547 | 0.2579 | 2.5115 | 0.0655 |
Largest Winning Trade | 399109 | 399109 | 49500 | 9149 | 9149 | 1683 |
Largest Losing Trade | -96549 | -51208 | -96549 | -96549 | -3454 | -96549 |
Avg Bars in Trades | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Winners | 47 | 53 | 43 | 47 | 53 | 43 |
Avg Bars in Losers | 59 | 54 | 65 | 59 | 54 | 65 |
Bars Traded | 3353 | 1676 | 1677 | 3353 | 1676 | 1677 |
Profit Streak | 0 | 169.0072 | 0 | 0 | 169.0072 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147226 | 374960 | -579595 | -731057 | -338299 | -579317 |
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{ "first_band": { "type": "alma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "offset": 193 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "offset": 193 } } }
# | 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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