Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82299.6951 | 35149.8712 | 47149.8239 | 78747.0326 | 57662.154 | 21084.8787 |
Total P&L (%) | 82.2997 | 35.1499 | 47.1498 | 78.747 | 57.6622 | 21.0849 |
Avg Daily Profit (%) | 0.316 | 0.135 | 0.1811 | 0.2233 | 0.175 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43488 | -51838 | -28170 | -55012 | -39922 | -57703 |
Profit Factor | 1.3337 | 1.2673 | 1.4096 | 1.2576 | 1.3892 | 1.1338 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 47.6563 | 42.1875 | 53.125 | 47.6563 | 42.1875 | 53.125 |
Ratio Avg Win / Avg Loss | 1.4649 | 1.7366 | 1.2438 | 1.3813 | 1.9038 | 1.0004 |
Largest Winning Trade | 21620 | 21620 | 19980 | 29089 | 29089 | 15047 |
Largest Losing Trade | -14793 | -11211 | -14793 | -28819 | -11277 | -28819 |
Avg Bars in Trades | 192 | 212 | 173 | 192 | 212 | 173 |
Avg Bars in Winners | 199 | 207 | 192 | 199 | 207 | 192 |
Avg Bars in Losers | 186 | 215 | 151 | 186 | 215 | 151 |
Bars Traded | 24691 | 13585 | 11106 | 24691 | 13585 | 11106 |
Profit Streak | 8.6601 | 14.9621 | 8.6601 | 8.6601 | 14.9621 | 8.6601 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307113 | -156901 | -132423 | 261832 | -134077 | -313345 |
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{ "first_band": { "type": "alma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 221, "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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