Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025624.9953 | 1019801.3846 | 5823.6108 | 1071583.4447 | 1087854.6509 | -16271.2062 |
Total P&L (%) | 1025.625 | 1019.8014 | 5.8236 | 1071.5834 | 1087.8547 | -16.2712 |
Avg Daily Profit (%) | 0.5652 | 0.562 | 0.0032 | 0.1357 | 0.1365 | -0.0098 |
Buy And Hold Return (%) | 626.6832 | 626.6832 | 626.6832 | 626.6832 | 626.6832 | 626.6832 |
Max Trade Drawdown | -111263 | -60827 | -79817 | -523486 | -479204 | -441577 |
Profit Factor | 2.952 | 4.9027 | 1.0221 | 1.3867 | 1.7742 | 0.9881 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 48.4375 | 50 | 46.875 | 48.4375 | 50 | 46.875 |
Ratio Avg Win / Avg Loss | 3.1425 | 4.9027 | 1.1583 | 1.4762 | 1.7742 | 1.1198 |
Largest Winning Trade | 460597 | 460597 | 80010 | 589715 | 589715 | 458714 |
Largest Losing Trade | -54050 | -54050 | -49611 | -299044 | -299044 | -248800 |
Avg Bars in Trades | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Winners | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Losers | 40 | 45 | 36 | 40 | 45 | 36 |
Bars Traded | 3471 | 1828 | 1643 | 3471 | 1828 | 1643 |
Profit Streak | 0 | 96.384 | 0 | 0 | 96.384 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136622 | 360333 | -551825 | -163748 | -15174 | -580358 |
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{ "first_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 137, "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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