Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227115.5423 | 171954.1747 | 55161.3676 | 333916.717 | 225759.7291 | 108156.9879 |
Total P&L (%) | 227.1155 | 171.9542 | 55.1614 | 333.9167 | 225.7597 | 108.157 |
Avg Daily Profit (%) | 0.4361 | 0.3302 | 0.1059 | 0.2822 | 0.227 | 0.1409 |
Buy And Hold Return (%) | 21.3162 | 21.3162 | 21.3162 | 21.3162 | 21.3162 | 21.3162 |
Max Trade Drawdown | -62004 | -49702 | -55246 | -110462 | -125146 | -134919 |
Profit Factor | 1.3835 | 1.6214 | 1.1748 | 1.2653 | 1.3759 | 1.1644 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Losing Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Profitability (%) | 47.6667 | 48 | 47.3333 | 47.6667 | 48 | 47.3333 |
Ratio Avg Win / Avg Loss | 1.5189 | 1.7565 | 1.3072 | 1.3892 | 1.4905 | 1.2956 |
Largest Winning Trade | 82110 | 82110 | 20805 | 81151 | 81151 | 49451 |
Largest Losing Trade | -17137 | -17137 | -15704 | -60225 | -35426 | -60225 |
Avg Bars in Trades | 82 | 82 | 81 | 82 | 82 | 81 |
Avg Bars in Winners | 103 | 104 | 102 | 103 | 104 | 102 |
Avg Bars in Losers | 63 | 62 | 63 | 63 | 62 | 63 |
Bars Traded | 24725 | 12435 | 12290 | 24725 | 12435 | 12290 |
Profit Streak | 2.2798 | 8.4465 | 0 | 2.2798 | 8.4465 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346228 | 440667 | -84667 | 232893 | 318138 | -47328 |
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{ "first_band": { "type": "alma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 195, "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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