Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270863.3018 | 201398.9542 | 69464.3476 | 569177.1969 | 412911.5118 | 156265.6851 |
Total P&L (%) | 270.8633 | 201.399 | 69.4643 | 569.1772 | 412.9115 | 156.2657 |
Avg Daily Profit (%) | 0.5201 | 0.3867 | 0.1334 | 0.3656 | 0.3144 | 0.1808 |
Buy And Hold Return (%) | 49.8171 | 49.8171 | 49.8171 | 49.8171 | 49.8171 | 49.8171 |
Max Trade Drawdown | -52782 | -46230 | -34429 | -353462 | -221357 | -206626 |
Profit Factor | 1.5506 | 1.821 | 1.2816 | 1.2888 | 1.4033 | 1.165 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Profitability (%) | 45.2297 | 41.844 | 48.5915 | 45.2297 | 41.844 | 48.5915 |
Ratio Avg Win / Avg Loss | 1.8776 | 2.5308 | 1.3559 | 1.5607 | 1.9504 | 1.2326 |
Largest Winning Trade | 98203 | 98203 | 20910 | 200321 | 200321 | 101691 |
Largest Losing Trade | -11582 | -10021 | -11582 | -70538 | -46226 | -70538 |
Avg Bars in Trades | 87 | 87 | 88 | 87 | 87 | 88 |
Avg Bars in Winners | 114 | 114 | 113 | 114 | 114 | 113 |
Avg Bars in Losers | 65 | 67 | 64 | 65 | 67 | 64 |
Bars Traded | 24812 | 12292 | 12520 | 24812 | 12292 | 12520 |
Profit Streak | 2.0852 | 0 | 4.5643 | 2.0852 | 0 | 4.5643 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327614 | 236377 | -59071 | 275024 | 234147 | -35507 |
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{ "first_band": { "type": "alma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 155, "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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