Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145072.7133 | 1155641.8659 | -10569.1526 | 220607.4758 | 1660926.8055 | -1440319.3297 |
Total P&L (%) | 1145.0727 | 1155.6419 | -10.5692 | 220.6075 | 1660.9268 | -1440.3193 |
Avg Daily Profit (%) | 0.5499 | 0.5549 | -0.0051 | 0.056 | 0.1378 | 0 |
Buy And Hold Return (%) | 124.8447 | 124.8447 | 124.8447 | 124.8447 | 124.8447 | 124.8447 |
Max Trade Drawdown | -166613 | -161450 | -108491 | -4289908 | -3610768 | -1899523 |
Profit Factor | 2.2048 | 3.6181 | 0.9792 | 1.0188 | 1.2621 | 0.7331 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 38.1818 | 36.3636 | 40 | 38.1818 | 36.3636 | 40 |
Ratio Avg Win / Avg Loss | 3.5697 | 6.3317 | 1.4689 | 1.6495 | 2.2086 | 1.0997 |
Largest Winning Trade | 826861 | 826861 | 64750 | 2812026 | 2812026 | 943382 |
Largest Losing Trade | -47977 | -47977 | -38460 | -1432626 | -1259264 | -1432626 |
Avg Bars in Trades | 224 | 218 | 231 | 224 | 218 | 231 |
Avg Bars in Winners | 376 | 381 | 370 | 376 | 381 | 370 |
Avg Bars in Losers | 131 | 124 | 139 | 131 | 124 | 139 |
Bars Traded | 24747 | 11996 | 12751 | 24747 | 11996 | 12751 |
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 | 393114 | -167783 | -763055 | -329674 | -193283 | -763055 |
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{ "first_band": { "type": "alma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 128, "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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